+477.1%
CMG vs ZS
+488.9%
-11.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.9% |
| 7D | -1.5% | -9.2% | +7.7% | +0.3% |
| 30D | +12.7% | -4.0% | +16.7% | +13.1% |
| 3M | +26.3% | +25.3% | +1.0% | +19.8% |
| 6M | +4.5% | -1.3% | +5.8% | +1.1% |
| YTD | -0.1% | -28.0% | +27.9% | +2.5% |
| 1Y | -6.8% | -42.5% | +35.7% | -0.5% |
| 3Y | -5.0% | +0.7% | -5.7% | -12.9% |
| 5Y | -3.0% | -42.3% | +39.3% | -6.7% |
| All | +477.1% | +488.9% | -11.7% | +283.9% |
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