-64.8%
CSGP vs ZBRA
-38.9%
-25.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.9% |
| 7D | -4.1% | +1.8% | -5.8% | -4.6% |
| 30D | +2.3% | -1.7% | +4.0% | +2.7% |
| 3M | -8.2% | +47.8% | -55.9% | -20.3% |
| 6M | -35.1% | +56.7% | -91.8% | -45.2% |
| YTD | -54.0% | +49.4% | -103.4% | -60.8% |
| 1Y | -65.3% | +16.5% | -81.9% | -67.9% |
| 3Y | -62.6% | +31.5% | -94.0% | -68.6% |
| All | -64.8% | -38.9% | -25.9% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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