-35.7%
CSGP vs ZM
+53.5%
-89.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.7% | +2.5% |
| 7D | +1.3% | +11.0% | -9.7% | -0.6% |
| 30D | +2.8% | +5.6% | -2.8% | +1.4% |
| 3M | -6.3% | -9.1% | +2.8% | -5.1% |
| 6M | -3.2% | -2.6% | -0.6% | -3.4% |
| YTD | -54.0% | +15.7% | -69.6% | -55.7% |
| 1Y | -54.8% | +18.8% | -73.6% | -56.7% |
| 3Y | -60.6% | +62.2% | -122.7% | -64.5% |
| 5Y | -62.6% | -60.9% | -1.8% | -61.4% |
| All | -35.7% | +53.5% | -89.3% | -45.4% |
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