+44.1%
CSGP vs Z
-1.7%
+45.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.9% |
| 7D | -4.1% | -3.0% | -1.1% | -3.4% |
| 30D | +2.3% | -4.2% | +6.5% | +3.4% |
| 3M | -8.2% | -3.7% | -4.5% | -7.4% |
| 6M | -35.1% | -24.5% | -10.6% | -30.7% |
| YTD | -54.0% | -49.3% | -4.7% | -46.2% |
| 1Y | -65.3% | -58.7% | -6.6% | -57.5% |
| 3Y | -62.6% | -34.1% | -28.4% | -60.2% |
| 5Y | -64.8% | -64.5% | -0.3% | -60.1% |
| All | +44.1% | -1.7% | +45.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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