-64.8%
CSGP vs DD
+61.3%
-126.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -4.1% | -3.5% | -0.6% | -2.9% |
| 30D | +2.3% | -10.3% | +12.6% | +6.2% |
| 3M | -8.2% | -7.5% | -0.6% | -6.0% |
| 6M | -35.1% | -8.0% | -27.1% | -34.1% |
| YTD | -54.0% | +10.5% | -64.5% | -57.2% |
| 1Y | -65.3% | +38.3% | -103.6% | -70.9% |
| 3Y | -62.6% | +42.5% | -105.1% | -70.1% |
| All | -64.8% | +61.3% | -126.0% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling