-58.0%
CSGP vs ZYBT
-58.4%
+0.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | -5.4% | -3.7% | -1.7% | -5.4% |
| 30D | -6.0% | -12.8% | +6.7% | -6.0% |
| 3M | -12.8% | +76.2% | -89.0% | -12.8% |
| 6M | -38.9% | +109.3% | -148.2% | -39.0% |
| YTD | -56.0% | +36.5% | -92.5% | -56.0% |
| 1Y | -66.4% | -84.0% | +17.6% | -65.9% |
| All | -58.0% | -58.4% | +0.4% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling