-61.5%
CSGP vs DAR
-40.1%
-21.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -1.1% |
| 7D | +13.9% | -8.1% | +22.0% | +15.4% |
| 30D | +16.0% | -17.1% | +33.1% | +19.4% |
| 3M | +6.1% | -12.3% | +18.4% | +7.8% |
| 6M | -8.2% | -21.8% | +13.6% | -5.0% |
| YTD | -52.3% | +40.8% | -93.2% | -56.2% |
| 1Y | -54.5% | +57.4% | -111.9% | -59.2% |
| 3Y | -58.6% | +12.1% | -70.7% | -61.5% |
| 5Y | -61.5% | -40.2% | -21.3% | -59.3% |
| All | -61.5% | -40.1% | -21.4% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling