+129.8%
CME vs ZS
+517.5%
-387.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | -0.1% |
| 7D | -1.6% | -7.8% | +6.3% | -1.3% |
| 30D | +6.2% | +5.0% | +1.2% | +6.0% |
| 3M | +10.4% | +25.5% | -15.1% | +9.2% |
| 6M | -9.5% | +8.7% | -18.2% | -10.4% |
| YTD | +6.0% | -24.5% | +30.5% | +6.5% |
| 1Y | +9.3% | -36.7% | +46.0% | +10.5% |
| 3Y | +57.7% | +7.2% | +50.4% | +53.5% |
| 5Y | +77.7% | -40.9% | +118.6% | +74.4% |
| All | +129.8% | +517.5% | -387.7% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling