+1,169.3%
CSGP vs ZBH
+323.7%
+845.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.4% |
| 7D | +13.9% | +9.6% | +4.3% | +9.4% |
| 30D | +16.0% | +19.1% | -3.1% | +7.9% |
| 3M | +6.1% | +9.1% | -3.0% | +2.3% |
| 6M | -8.2% | +29.4% | -37.6% | -17.3% |
| YTD | -52.3% | +19.8% | -72.1% | -56.1% |
| 1Y | -54.5% | +23.4% | -77.9% | -58.6% |
| 3Y | -58.6% | +1.1% | -59.7% | -60.3% |
| 5Y | -61.5% | -18.8% | -42.7% | -60.1% |
| 10Y | +74.7% | +16.1% | +58.6% | +48.7% |
| All | +1,169.3% | +323.7% | +845.6% | +541.9% |
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