-58.4%
CSGP vs DAR
+13.0%
-71.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -1.4% |
| 7D | +13.9% | -8.1% | +22.0% | +14.7% |
| 30D | +16.0% | -17.1% | +33.1% | +17.8% |
| 3M | +6.1% | -12.3% | +18.4% | +7.0% |
| 6M | -8.2% | -21.8% | +13.6% | -6.4% |
| YTD | -52.3% | +40.8% | -93.2% | -55.2% |
| 1Y | -54.5% | +57.4% | -111.9% | -58.0% |
| All | -58.4% | +13.0% | -71.4% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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