-53.3%
CSGP vs ZCMD
-99.9%
+46.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +4.0% |
| 7D | +18.3% | -13.3% | +31.6% | +18.1% |
| 30D | +17.8% | -49.6% | +67.4% | +16.7% |
| 3M | +9.3% | -54.6% | +63.9% | +8.3% |
| 6M | -7.9% | -99.8% | +91.9% | -0.7% |
| YTD | -51.5% | -99.9% | +48.3% | -46.6% |
| 1Y | -53.3% | -99.9% | +46.6% | -46.8% |
| All | -53.3% | -99.9% | +46.6% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling