-12.9%
CSGP vs ZS
+641.4%
-654.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.2% | +7.5% | +0.3% |
| 7D | +13.9% | -17.7% | +31.6% | +18.3% |
| 30D | +16.0% | -3.9% | +19.9% | +16.2% |
| 3M | +6.1% | +26.1% | -20.0% | -0.5% |
| 6M | -8.2% | +44.2% | -52.4% | -18.4% |
| YTD | -52.3% | -9.4% | -43.0% | -53.5% |
| 1Y | -54.5% | -37.1% | -17.4% | -52.1% |
| 3Y | -58.6% | +24.0% | -82.6% | -63.6% |
| 5Y | -61.5% | -39.8% | -21.7% | -63.3% |
| All | -12.9% | +641.4% | -654.2% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling