-63.1%
CSGP vs ZS
-44.0%
-19.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.4% |
| 7D | -3.2% | -13.4% | +10.2% | 0.0% |
| 30D | +2.2% | -16.6% | +18.8% | +5.9% |
| 3M | -3.7% | +10.3% | -14.0% | -7.4% |
| 6M | -7.4% | +28.1% | -35.6% | -16.7% |
| YTD | -54.9% | -13.3% | -41.6% | -55.6% |
| 1Y | -54.9% | -40.7% | -14.2% | -51.4% |
| 3Y | -61.9% | +11.4% | -73.3% | -66.6% |
| 5Y | -63.1% | -42.2% | -20.9% | -64.0% |
| All | -63.1% | -44.0% | -19.1% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling