-33.5%
CSGP vs ZM
+36.6%
-70.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.0% |
| 7D | +13.9% | -9.1% | +22.9% | +15.8% |
| 30D | +16.0% | -5.7% | +21.7% | +16.8% |
| 3M | +6.1% | -11.7% | +17.8% | +8.1% |
| 6M | -8.2% | -18.6% | +10.4% | -5.3% |
| YTD | -52.3% | +2.9% | -55.3% | -53.1% |
| 1Y | -54.5% | +6.3% | -60.8% | -55.5% |
| 3Y | -58.6% | +41.0% | -99.6% | -61.7% |
| 5Y | -61.5% | -66.4% | +4.9% | -59.3% |
| All | -33.5% | +36.6% | -70.1% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling