-43.6%
ZS vs CMS
+32.6%
-76.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -0.9% | -3.3% |
| 7D | -16.9% | -1.3% | -15.6% | -17.0% |
| 30D | -7.4% | +6.3% | -13.8% | -6.7% |
| 3M | +21.6% | -2.1% | +23.6% | +21.5% |
| 6M | +42.4% | -5.1% | +47.5% | +42.2% |
| YTD | -12.1% | +1.3% | -13.4% | -12.2% |
| 1Y | -37.8% | -1.4% | -36.4% | -37.9% |
| 3Y | +20.9% | +36.9% | -16.0% | +17.9% |
| All | -43.6% | +32.6% | -76.1% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling