+1,092.1%
CSGP vs ZBH
+314.6%
+777.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.5% |
| 7D | -6.1% | -2.1% | -3.9% | -5.3% |
| 30D | +0.3% | +13.6% | -13.2% | -4.8% |
| 3M | -1.3% | +7.1% | -8.4% | -4.2% |
| 6M | -8.9% | +26.1% | -35.0% | -17.1% |
| YTD | -55.2% | +17.2% | -72.4% | -58.4% |
| 1Y | -56.4% | +17.4% | -73.8% | -59.5% |
| 3Y | -62.2% | +2.0% | -64.2% | -63.9% |
| 5Y | -63.7% | -15.0% | -48.7% | -63.1% |
| 10Y | +61.7% | +19.4% | +42.3% | +36.3% |
| All | +1,092.1% | +314.6% | +777.5% | +508.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling