-64.8%
CSGP vs ZBH
-27.9%
-36.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.1% |
| 7D | -4.1% | -2.8% | -1.3% | -3.0% |
| 30D | +2.3% | -0.1% | +2.4% | +2.5% |
| 3M | -8.2% | +13.4% | -21.6% | -12.1% |
| 6M | -35.1% | +3.0% | -38.0% | -36.0% |
| YTD | -54.0% | +9.7% | -63.7% | -55.8% |
| 1Y | -65.3% | -5.4% | -59.9% | -65.1% |
| 3Y | -62.6% | -15.6% | -47.0% | -61.0% |
| All | -64.8% | -27.9% | -36.8% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling