+3,264.4%
CSGP vs D
+972.2%
+2,292.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.0% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | +2.3% | -3.6% | +5.9% | +3.6% |
| 3M | -8.2% | -1.0% | -7.2% | -7.9% |
| 6M | -35.1% | +6.3% | -41.3% | -36.7% |
| YTD | -54.0% | +14.7% | -68.7% | -56.4% |
| 1Y | -65.3% | +16.9% | -82.2% | -67.4% |
| 3Y | -62.6% | +56.8% | -119.4% | -68.7% |
| 5Y | -64.8% | +5.2% | -70.0% | -66.6% |
| 10Y | +45.1% | +35.9% | +9.2% | +23.3% |
| All | +3,264.4% | +972.2% | +2,292.1% | +2,303.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling