-3.1%
CMG vs ZS
-38.5%
+35.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -2.1% | -3.1% | +1.0% | -1.5% |
| 30D | +10.9% | -7.2% | +18.1% | +12.1% |
| 3M | +15.8% | +30.5% | -14.6% | +8.7% |
| 6M | +6.9% | +7.0% | 0.0% | +1.2% |
| YTD | -2.2% | -26.8% | +24.7% | +0.5% |
| 1Y | -7.1% | -42.6% | +35.5% | +0.4% |
| 3Y | -7.1% | -0.3% | -6.8% | -16.4% |
| All | -3.1% | -38.5% | +35.4% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling