+390.7%
ZS vs CMS
+102.0%
+288.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.6% |
| 7D | -9.2% | +1.2% | -10.4% | -9.2% |
| 30D | -4.0% | -3.2% | -0.8% | -4.0% |
| 3M | +25.3% | -2.2% | +27.5% | +25.3% |
| 6M | -1.3% | -9.4% | +8.1% | -1.3% |
| YTD | -28.0% | +0.7% | -28.7% | -28.2% |
| 1Y | -42.5% | +0.4% | -42.8% | -42.6% |
| 3Y | +0.7% | +35.2% | -34.4% | -1.3% |
| 5Y | -42.3% | +24.1% | -66.4% | -43.4% |
| All | +390.7% | +102.0% | +288.7% | +427.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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