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  • ZTS vs CSGP✓SelectedUSD · CSGPZTS vs CSGP performance historyLatest closeAs of-0.63%09/04
Stock and ETF performance explorer

ZTS vs CSGP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-61.4%
CSGP return
-64.7%
Excess return
+3.3%
Maximum drawdown
-69.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCSGPExcessAlpha
1D-0.6%-2.4%+1.8%+0.1%
7D-2.0%-4.1%+2.1%-0.8%
30D+1.9%+2.3%-0.4%+1.1%
3M-4.0%-8.2%+4.2%-2.2%
6M-39.1%-35.1%-4.1%-31.7%
YTD-38.8%-54.0%+15.2%-24.5%
1Y-49.6%-65.3%+15.7%-32.3%
3Y-59.0%-62.6%+3.6%-47.5%
All-61.4%-64.7%+3.3%-54.1%

Cumulative growth

Daily Returns

Daily percentage return beside CSGP.

Daily Out/Under-Performance

Portfolio return minus CSGP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CSGP 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 CSGP 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