-55.7%
CSGP vs ZCMD
-100.0%
+44.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.1% | +2.8% |
| 7D | +1.3% | -7.7% | +9.0% | +1.3% |
| 30D | +2.8% | -34.8% | +37.6% | +2.5% |
| 3M | -6.3% | -56.3% | +50.0% | -6.7% |
| 6M | -3.2% | -99.7% | +96.5% | -0.3% |
| YTD | -54.0% | -99.9% | +45.9% | -52.3% |
| 1Y | -54.8% | -99.9% | +45.1% | -53.1% |
| 3Y | -60.6% | -100.0% | +39.4% | -58.5% |
| 5Y | -62.6% | -100.0% | +37.4% | -60.4% |
| All | -55.7% | -100.0% | +44.3% | -52.0% |
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