-55.6%
CSGP vs ZYBT
-60.5%
+4.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +2.9% | +2.3% |
| 7D | -1.8% | +12.0% | -13.9% | -1.8% |
| 30D | +5.3% | -13.9% | +19.2% | +5.3% |
| 3M | +3.3% | -21.2% | +24.5% | +3.3% |
| 6M | -4.7% | +56.8% | -61.5% | -4.6% |
| YTD | -53.5% | +29.6% | -83.1% | -53.5% |
| 1Y | -53.7% | -27.3% | -26.4% | -53.5% |
| All | -55.6% | -60.5% | +4.9% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling