+65.2%
CSGP vs D
+42.6%
+22.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.2% |
| 7D | +1.3% | +3.0% | -1.7% | +0.3% |
| 30D | +10.7% | +11.5% | -0.8% | +7.0% |
| 3M | +3.3% | +3.7% | -0.5% | +2.2% |
| 6M | -10.3% | +13.5% | -23.9% | -14.1% |
| YTD | -54.6% | +20.7% | -75.3% | -57.6% |
| 1Y | -54.6% | +18.2% | -72.9% | -57.4% |
| 3Y | -60.3% | +73.3% | -133.6% | -68.0% |
| 5Y | -63.3% | +12.3% | -75.6% | -65.8% |
| All | +65.2% | +42.6% | +22.7% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling