+3,264.4%
CSGP vs DAR
+799.2%
+2,465.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.4% |
| 7D | -4.1% | +1.4% | -5.4% | -4.2% |
| 30D | +2.3% | +12.8% | -10.5% | +1.5% |
| 3M | -8.2% | +7.4% | -15.5% | -8.7% |
| 6M | -35.1% | +22.3% | -57.3% | -36.1% |
| YTD | -54.0% | +81.1% | -135.1% | -56.0% |
| 1Y | -65.3% | +106.5% | -171.8% | -67.1% |
| 3Y | -62.6% | +5.3% | -67.9% | -63.2% |
| 5Y | -64.8% | -11.5% | -53.3% | -65.3% |
| 10Y | +45.1% | +353.3% | -308.3% | +28.9% |
| All | +3,264.4% | +799.2% | +2,465.2% | +4,937.3% |
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 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