-64.8%
CSGP vs Z
-64.8%
0.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.8% |
| 7D | -4.1% | -3.0% | -1.1% | -3.2% |
| 30D | +2.3% | -4.2% | +6.5% | +3.6% |
| 3M | -8.2% | -3.7% | -4.5% | -7.3% |
| 6M | -35.1% | -24.5% | -10.6% | -29.9% |
| YTD | -54.0% | -49.3% | -4.7% | -44.8% |
| 1Y | -65.3% | -58.7% | -6.6% | -56.1% |
| 3Y | -62.6% | -34.1% | -28.4% | -59.7% |
| All | -64.8% | -64.8% | 0.0% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling