+44.1%
CSGP vs D
+35.0%
+9.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -4.1% | +1.5% | -5.5% | -4.5% |
| 30D | +2.3% | -2.6% | +4.9% | +3.2% |
| 3M | -8.2% | 0.0% | -8.2% | -8.2% |
| 6M | -35.1% | +7.4% | -42.4% | -36.9% |
| YTD | -54.0% | +15.9% | -69.9% | -56.6% |
| 1Y | -65.3% | +18.1% | -83.4% | -67.5% |
| 3Y | -62.6% | +58.4% | -120.9% | -69.0% |
| 5Y | -64.8% | +5.2% | -70.0% | -66.5% |
| All | +44.1% | +35.0% | +9.1% | +31.8% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling