+65.2%
CSGP vs DD
+87.9%
-22.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -5.0% |
| 7D | +1.3% | +4.6% | -3.4% | -0.4% |
| 30D | +10.7% | +11.8% | -1.1% | +6.6% |
| 3M | +3.3% | +2.2% | +1.1% | +2.2% |
| 6M | -10.3% | -1.6% | -8.7% | -10.8% |
| YTD | -54.6% | +23.0% | -77.6% | -58.6% |
| 1Y | -54.6% | +26.9% | -81.6% | -59.1% |
| 3Y | -60.3% | +77.9% | -138.2% | -69.1% |
| 5Y | -63.3% | +59.9% | -123.2% | -70.7% |
| All | +65.2% | +87.9% | -22.7% | +18.7% |
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