-55.7%
CSGP vs ZCMD
-100.0%
+44.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -2.5% |
| 7D | -4.1% | -8.0% | +3.9% | -4.1% |
| 30D | +2.3% | -27.9% | +30.2% | +2.2% |
| 3M | -8.2% | -74.6% | +66.4% | -7.1% |
| 6M | -35.1% | -99.5% | +64.4% | -32.8% |
| YTD | -54.0% | -99.7% | +45.7% | -52.2% |
| 1Y | -65.3% | -99.9% | +34.6% | -63.8% |
| 3Y | -62.6% | -100.0% | +37.4% | -60.4% |
| 5Y | -64.8% | -100.0% | +35.2% | -62.7% |
| All | -55.7% | -100.0% | +44.3% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling