+322.3%
CMI vs ZS
+504.0%
-181.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.4% |
| 7D | +0.7% | -3.8% | +4.5% | +0.9% |
| 30D | -12.3% | -6.0% | -6.3% | -12.0% |
| 3M | -16.8% | +32.0% | -48.8% | -18.7% |
| 6M | +1.5% | +2.1% | -0.6% | 0.0% |
| YTD | +9.8% | -26.2% | +35.9% | +11.1% |
| 1Y | +42.6% | -41.2% | +83.7% | +47.0% |
| 3Y | +151.0% | +3.3% | +147.7% | +144.3% |
| 5Y | +167.0% | -40.7% | +207.8% | +160.8% |
| All | +322.3% | +504.0% | -181.7% | +229.5% |
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