+17.8%
CSGP vs D
+14.0%
+3.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.4% | -3.5% |
| 7D | +18.3% | +8.5% | +9.8% | +1.8% |
| 30D | +17.8% | +14.3% | +3.5% | -8.6% |
| All | +17.8% | +14.0% | +3.8% | -8.6% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling