+53.5%
CME vs ZS
+0.9%
+52.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -1.2% |
| 7D | -2.9% | -9.2% | +6.3% | -3.0% |
| 30D | +5.5% | -4.0% | +9.5% | +5.5% |
| 3M | +11.0% | +25.3% | -14.3% | +11.5% |
| 6M | -9.7% | -1.3% | -8.4% | -9.5% |
| YTD | +4.9% | -28.0% | +32.9% | +4.0% |
| 1Y | +10.1% | -42.5% | +52.6% | +8.4% |
| 3Y | +53.5% | +0.7% | +52.8% | +51.7% |
| All | +53.5% | +0.9% | +52.6% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling