-8.2%
CSGP vs Z
-31.8%
+23.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.6% | +9.0% | +5.0% |
| 7D | +13.9% | -2.3% | +16.2% | +14.3% |
| 30D | +16.0% | +9.4% | +6.6% | +9.1% |
| 3M | +6.1% | -16.1% | +22.2% | +16.0% |
| 6M | -8.2% | -30.4% | +22.3% | +9.3% |
| All | -8.2% | -31.8% | +23.6% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling