-60.3%
CSGP vs ZCMD
-100.0%
+39.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.8% | -6.5% | -4.7% |
| 7D | +1.3% | -4.4% | +5.7% | +1.2% |
| 30D | +10.7% | -43.0% | +53.7% | +10.0% |
| 3M | +3.3% | -54.9% | +58.1% | +2.6% |
| 6M | -10.3% | -99.8% | +89.4% | -8.5% |
| YTD | -54.6% | -99.9% | +45.3% | -53.6% |
| 1Y | -54.6% | -99.9% | +45.3% | -53.8% |
| 3Y | -60.3% | -100.0% | +39.7% | -61.1% |
| All | -60.3% | -100.0% | +39.7% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling