+65.1%
CSGP vs DD
+100.9%
-35.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.3% |
| 7D | -3.2% | +2.2% | -5.4% | -3.9% |
| 30D | +2.2% | +20.7% | -18.5% | -3.9% |
| 3M | -3.7% | +11.3% | -15.0% | -7.2% |
| 6M | -7.4% | +6.0% | -13.4% | -10.0% |
| YTD | -54.9% | +31.7% | -86.6% | -59.8% |
| 1Y | -54.9% | +32.2% | -87.1% | -59.8% |
| 3Y | -61.9% | +92.7% | -154.6% | -71.0% |
| 5Y | -63.1% | +72.1% | -135.2% | -71.2% |
| 10Y | +65.1% | +99.7% | -34.5% | +15.4% |
| All | +65.1% | +100.9% | -35.8% | +15.4% |
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