-56.9%
CSGP vs ZYBT
-58.1%
+1.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -1.8% |
| 7D | -5.1% | -4.2% | -0.9% | -5.1% |
| 30D | +0.3% | -16.4% | +16.7% | +0.3% |
| 3M | -9.1% | +82.9% | -92.0% | -9.1% |
| 6M | -37.3% | +110.7% | -148.0% | -37.4% |
| YTD | -54.9% | +37.4% | -92.3% | -54.8% |
| 1Y | -65.5% | -80.6% | +15.1% | -65.1% |
| All | -56.9% | -58.1% | +1.2% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling