+323.8%
CMI vs ZS
+498.3%
-174.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | -0.7% | -3.1% | +2.4% | -0.5% |
| 30D | -12.4% | -7.2% | -5.2% | -12.0% |
| 3M | -14.8% | +30.5% | -45.2% | -16.7% |
| 6M | +0.8% | +7.0% | -6.2% | -1.1% |
| YTD | +10.2% | -26.8% | +37.0% | +11.6% |
| 1Y | +37.4% | -42.6% | +80.0% | +42.0% |
| 3Y | +153.3% | -0.3% | +153.6% | +147.2% |
| 5Y | +167.6% | -39.2% | +206.8% | +161.0% |
| All | +323.8% | +498.3% | -174.5% | +230.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling