-56.6%
CSGP vs ZCMD
-100.0%
+43.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -2.9% |
| 7D | -3.2% | -3.0% | -0.1% | -3.2% |
| 30D | +2.2% | -39.5% | +41.7% | +1.9% |
| 3M | -3.7% | -57.8% | +54.2% | -4.1% |
| 6M | -7.4% | -99.7% | +92.2% | -4.6% |
| YTD | -54.9% | -99.9% | +45.0% | -53.2% |
| 1Y | -54.9% | -99.9% | +45.0% | -53.1% |
| 3Y | -61.9% | -100.0% | +38.1% | -59.9% |
| 5Y | -63.1% | -100.0% | +36.9% | -60.9% |
| All | -56.6% | -100.0% | +43.4% | -52.9% |
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