+3,388.4%
CSGP vs DD
+497.7%
+2,890.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -0.3% |
| 7D | +13.9% | +3.1% | +10.8% | +12.5% |
| 30D | +16.0% | +8.7% | +7.3% | +12.5% |
| 3M | +6.1% | -1.2% | +7.3% | +6.1% |
| 6M | -8.2% | -1.1% | -7.1% | -8.9% |
| YTD | -52.3% | +21.7% | -74.0% | -56.4% |
| 1Y | -54.5% | +24.0% | -78.5% | -58.7% |
| 3Y | -58.6% | +75.6% | -134.2% | -67.4% |
| 5Y | -61.5% | +58.2% | -119.7% | -68.8% |
| 10Y | +74.7% | +88.0% | -13.3% | +22.9% |
| All | +3,388.4% | +497.7% | +2,890.7% | +1,551.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling