+1,124.2%
CSGP vs ZBH
+287.8%
+836.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.6% |
| 6M | -35.1% | +3.0% | -38.0% | -36.1% |
| YTD | -54.0% | +9.7% | -63.7% | -56.0% |
| 1Y | -65.3% | -5.4% | -59.9% | -65.1% |
| 3Y | -62.6% | -15.6% | -47.0% | -61.4% |
| 5Y | -64.8% | -28.1% | -36.7% | -61.8% |
| 10Y | +45.1% | -15.2% | +60.3% | +39.9% |
| All | +1,124.2% | +287.8% | +836.3% | +543.2% |
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