-62.8%
CSGP vs DD
+43.0%
-105.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -4.1% | -3.5% | -0.6% | -3.3% |
| 30D | +2.3% | -10.3% | +12.6% | +4.7% |
| 3M | -8.2% | -7.5% | -0.6% | -6.8% |
| 6M | -35.1% | -8.0% | -27.1% | -34.4% |
| YTD | -54.0% | +10.5% | -64.5% | -56.4% |
| 1Y | -65.3% | +38.3% | -103.6% | -69.6% |
| All | -62.8% | +43.0% | -105.8% | -69.1% |
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