+60.0%
CSGP vs DD
+97.1%
-37.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +1.3% | +5.0% | -3.6% | -0.2% |
| 30D | +2.8% | +19.7% | -16.9% | -3.2% |
| 3M | -6.3% | +7.2% | -13.5% | -8.7% |
| 6M | -3.2% | +1.0% | -4.2% | -4.3% |
| YTD | -54.0% | +29.1% | -83.1% | -58.7% |
| 1Y | -54.8% | +28.5% | -83.3% | -59.4% |
| 3Y | -60.6% | +89.4% | -150.0% | -69.9% |
| 5Y | -62.6% | +67.1% | -129.8% | -70.6% |
| All | +60.0% | +97.1% | -37.1% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling