+1,109.9%
CSGP vs ZBH
+318.7%
+791.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.2% |
| 7D | +1.3% | +11.7% | -10.5% | -3.3% |
| 30D | +10.7% | +19.3% | -8.6% | +3.0% |
| 3M | +3.3% | +8.9% | -5.6% | -0.4% |
| 6M | -10.3% | +28.2% | -38.5% | -18.9% |
| YTD | -54.6% | +18.4% | -72.9% | -57.9% |
| 1Y | -54.6% | +20.6% | -75.2% | -58.4% |
| 3Y | -60.3% | -0.6% | -59.7% | -61.7% |
| 5Y | -63.3% | -19.7% | -43.6% | -61.8% |
| 10Y | +66.5% | +14.7% | +51.8% | +42.5% |
| All | +1,109.9% | +318.7% | +791.2% | +514.9% |
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