-37.5%
CSGP vs ZM
+50.3%
-87.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -6.1% | +10.0% | -16.1% | -7.8% |
| 30D | +0.3% | -0.5% | +0.8% | 0.0% |
| 3M | -1.3% | -7.1% | +5.8% | -0.5% |
| 6M | -8.9% | -5.1% | -3.8% | -8.7% |
| YTD | -55.2% | +13.2% | -68.5% | -56.7% |
| 1Y | -56.4% | +15.3% | -71.7% | -58.0% |
| 3Y | -62.2% | +57.4% | -119.6% | -65.8% |
| 5Y | -63.7% | -61.7% | -2.0% | -62.4% |
| All | -37.5% | +50.3% | -87.8% | -46.8% |
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