+62.5%
CSGP vs Z
+9.5%
+52.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.6% | +9.0% | +1.1% |
| 7D | +13.9% | -2.3% | +16.2% | +14.4% |
| 30D | +16.0% | +9.4% | +6.6% | +13.5% |
| 3M | +6.1% | -16.1% | +22.2% | +10.8% |
| 6M | -8.2% | -30.4% | +22.3% | +0.3% |
| YTD | -52.3% | -55.6% | +3.3% | -42.4% |
| 1Y | -54.5% | -58.5% | +4.0% | -44.2% |
| 3Y | -58.6% | -19.6% | -38.9% | -57.7% |
| 5Y | -61.5% | -54.1% | -7.4% | -57.5% |
| 10Y | +74.7% | -12.1% | +86.7% | +43.6% |
| All | +62.5% | +9.5% | +52.9% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling