-16.9%
CSGP vs ZS
+618.8%
-635.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.1% | -1.6% | -4.0% |
| 7D | +1.3% | -16.9% | +18.1% | +5.0% |
| 30D | +10.7% | -7.4% | +18.1% | +11.8% |
| 3M | +3.3% | +21.6% | -18.3% | -2.3% |
| 6M | -10.3% | +42.4% | -52.7% | -20.1% |
| YTD | -54.6% | -12.1% | -42.4% | -55.4% |
| 1Y | -54.6% | -37.8% | -16.8% | -52.1% |
| 3Y | -60.3% | +20.9% | -81.3% | -64.9% |
| 5Y | -63.3% | -41.6% | -21.7% | -64.8% |
| All | -16.9% | +618.8% | -635.7% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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