+60.0%
CSGP vs ZBH
+17.7%
+42.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.1% | +3.4% |
| 7D | +1.3% | -2.3% | +3.6% | +2.2% |
| 30D | +2.8% | +12.5% | -9.6% | -2.0% |
| 3M | -6.3% | +3.9% | -10.3% | -8.0% |
| 6M | -3.2% | +25.4% | -28.6% | -11.5% |
| YTD | -54.0% | +15.7% | -69.7% | -56.9% |
| 1Y | -54.8% | +15.2% | -70.0% | -57.7% |
| 3Y | -60.6% | +0.3% | -60.9% | -62.1% |
| 5Y | -62.6% | -16.1% | -46.6% | -61.8% |
| All | +60.0% | +17.7% | +42.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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