+44.1%
CSGP vs DD
+68.8%
-24.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -4.1% | -3.5% | -0.6% | -3.0% |
| 30D | +2.3% | -10.3% | +12.6% | +5.8% |
| 3M | -8.2% | -7.5% | -0.6% | -6.2% |
| 6M | -35.1% | -8.0% | -27.1% | -34.2% |
| YTD | -54.0% | +10.5% | -64.5% | -56.5% |
| 1Y | -65.3% | +38.3% | -103.6% | -69.8% |
| 3Y | -62.6% | +42.5% | -105.1% | -68.5% |
| 5Y | -64.8% | +60.2% | -125.0% | -71.8% |
| All | +44.1% | +68.8% | -24.7% | -1.3% |
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