+3,446.1%
CSGP vs DAR
+621.4%
+2,824.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.2% |
| 7D | +18.3% | -5.7% | +24.0% | +18.7% |
| 30D | +17.8% | -16.6% | +34.4% | +19.1% |
| 3M | +9.3% | -13.1% | +22.3% | +10.1% |
| 6M | -7.9% | -18.8% | +10.8% | -6.9% |
| YTD | -51.5% | +45.3% | -96.8% | -53.0% |
| 1Y | -53.3% | +60.6% | -113.9% | -55.0% |
| 3Y | -57.9% | +15.7% | -73.6% | -58.9% |
| 5Y | -61.3% | -37.6% | -23.7% | -61.0% |
| 10Y | +77.5% | +292.1% | -214.5% | +59.4% |
| All | +3,446.1% | +621.4% | +2,824.7% | +5,282.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling