-60.3%
CSGP vs DD
+78.0%
-138.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -4.9% |
| 7D | +1.3% | +4.6% | -3.4% | +0.2% |
| 30D | +10.7% | +11.8% | -1.1% | +7.9% |
| 3M | +3.3% | +2.2% | +1.1% | +2.6% |
| 6M | -10.3% | -1.6% | -8.7% | -10.5% |
| YTD | -54.6% | +23.0% | -77.6% | -57.9% |
| 1Y | -54.6% | +26.9% | -81.6% | -58.5% |
| 3Y | -60.3% | +77.9% | -138.2% | -70.2% |
| All | -60.3% | +78.0% | -138.3% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling