-55.3%
CSGP vs ZCMD
-100.0%
+44.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +2.3% |
| 7D | -1.8% | +9.1% | -10.9% | -1.7% |
| 30D | +5.3% | -37.1% | +42.4% | +5.0% |
| 3M | +3.3% | -53.7% | +57.0% | +2.9% |
| 6M | -4.7% | -99.7% | +95.0% | -1.7% |
| YTD | -53.5% | -99.9% | +46.3% | -51.8% |
| 1Y | -53.7% | -99.9% | +46.2% | -51.9% |
| 3Y | -59.7% | -100.0% | +40.2% | -57.6% |
| 5Y | -62.5% | -100.0% | +37.5% | -60.2% |
| All | -55.3% | -100.0% | +44.7% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling