-62.8%
CSGP vs D
+56.9%
-119.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.1% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | +2.3% | -3.6% | +5.9% | +3.2% |
| 3M | -8.2% | -1.0% | -7.2% | -7.9% |
| 6M | -35.1% | +6.3% | -41.3% | -36.3% |
| YTD | -54.0% | +14.7% | -68.7% | -56.0% |
| 1Y | -65.3% | +16.9% | -82.2% | -67.1% |
| All | -62.8% | +56.9% | -119.7% | -69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling