-16.0%
CSGP vs ZS
+517.5%
-533.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.5% |
| 7D | -4.1% | -7.8% | +3.8% | -2.4% |
| 30D | +2.3% | +5.0% | -2.7% | +1.0% |
| 3M | -8.2% | +25.5% | -33.7% | -13.0% |
| 6M | -35.1% | +8.7% | -43.8% | -38.1% |
| YTD | -54.0% | -24.5% | -29.5% | -52.8% |
| 1Y | -65.3% | -36.7% | -28.6% | -63.2% |
| 3Y | -62.6% | +7.2% | -69.8% | -65.7% |
| 5Y | -64.8% | -40.9% | -23.9% | -65.8% |
| All | -16.0% | +517.5% | -533.4% | -47.1% |
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