+65.2%
CSGP vs Z
-14.9%
+80.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.2% | -4.0% |
| 7D | +1.3% | -4.6% | +5.8% | +2.3% |
| 30D | +10.7% | +8.3% | +2.4% | +8.6% |
| 3M | +3.3% | -11.6% | +14.9% | +6.7% |
| 6M | -10.3% | -33.6% | +23.3% | -0.8% |
| YTD | -54.6% | -56.7% | +2.1% | -44.7% |
| 1Y | -54.6% | -59.1% | +4.5% | -44.1% |
| 3Y | -60.3% | -20.4% | -40.0% | -59.4% |
| 5Y | -63.3% | -55.3% | -8.0% | -59.3% |
| All | +65.2% | -14.9% | +80.2% | +35.0% |
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