-53.3%
CSGP vs D
+23.9%
-77.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.4% | +2.9% |
| 7D | +18.3% | +8.5% | +9.8% | +16.2% |
| 30D | +17.8% | +14.3% | +3.5% | +15.6% |
| 3M | +9.3% | +1.8% | +7.5% | +6.9% |
| 6M | -7.9% | +13.0% | -21.0% | -9.5% |
| YTD | -51.5% | +22.7% | -74.3% | -52.5% |
| 1Y | -53.3% | +22.6% | -75.9% | -54.4% |
| All | -53.3% | +23.9% | -77.2% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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