-36.6%
CSGP vs ZM
+38.3%
-74.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.2% | -5.9% | -4.9% |
| 7D | +1.3% | -5.9% | +7.1% | +2.3% |
| 30D | +10.7% | -5.2% | +15.8% | +11.4% |
| 3M | +3.3% | -11.3% | +14.6% | +5.1% |
| 6M | -10.3% | -14.5% | +4.2% | -8.4% |
| YTD | -54.6% | +4.2% | -58.7% | -55.4% |
| 1Y | -54.6% | +9.3% | -64.0% | -55.9% |
| 3Y | -60.3% | +45.4% | -105.7% | -63.5% |
| 5Y | -63.3% | -66.0% | +2.7% | -61.3% |
| All | -36.6% | +38.3% | -74.9% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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