-7.1%
CMG vs ZS
-41.7%
+34.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.2% |
| 7D | -2.1% | -3.1% | +1.0% | -2.0% |
| 30D | +10.9% | -7.2% | +18.1% | +10.9% |
| 3M | +15.8% | +30.5% | -14.6% | +14.8% |
| 6M | +6.9% | +7.0% | 0.0% | +5.7% |
| YTD | -2.2% | -26.8% | +24.7% | -4.9% |
| 1Y | -7.1% | -42.6% | +35.5% | -13.1% |
| All | -7.1% | -41.7% | +34.6% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling