-65.3%
CSGP vs ZYBT
-83.2%
+17.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.4% |
| 7D | -4.1% | -6.9% | +2.9% | -4.1% |
| 30D | +2.3% | -31.8% | +34.1% | +2.3% |
| 3M | -8.2% | +94.0% | -102.1% | -8.3% |
| 6M | -35.1% | +99.0% | -134.1% | -34.9% |
| YTD | -54.0% | +40.0% | -94.0% | -54.0% |
| 1Y | -65.3% | -79.5% | +14.2% | -64.8% |
| All | -65.3% | -83.2% | +17.9% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling