+159.0%
CME vs ZS
+602.6%
-443.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.7% | -5.2% | +7.9% | +2.9% |
| 30D | +13.5% | -15.5% | +29.0% | +14.2% |
| 3M | +20.9% | +9.0% | +11.9% | +20.2% |
| 6M | +11.5% | +32.2% | -20.7% | +9.5% |
| YTD | +19.5% | -14.1% | +33.6% | +19.2% |
| 1Y | +17.2% | -39.1% | +56.3% | +18.7% |
| 3Y | +65.1% | +10.4% | +54.7% | +60.7% |
| 5Y | +73.1% | -44.6% | +117.8% | +70.2% |
| All | +159.0% | +602.6% | -443.7% | +111.8% |
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