+3,388.4%
CSGP vs ZBRA
+1,623.1%
+1,765.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.6% |
| 7D | +13.9% | -14.8% | +28.7% | +19.6% |
| 30D | +16.0% | -16.6% | +32.6% | +22.5% |
| 3M | +6.1% | -12.8% | +18.9% | +10.1% |
| 6M | -8.2% | +40.8% | -49.0% | -20.8% |
| YTD | -52.3% | +32.5% | -84.8% | -58.4% |
| 1Y | -54.5% | +20.8% | -75.3% | -59.1% |
| 3Y | -58.6% | +50.1% | -108.7% | -66.8% |
| 5Y | -61.5% | -47.1% | -14.4% | -57.5% |
| 10Y | +74.7% | +410.8% | -336.1% | -16.2% |
| All | +3,388.4% | +1,623.1% | +1,765.4% | +703.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling