-65.3%
CSGP vs DG
+23.4%
-88.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.8% |
| 7D | -4.1% | +8.4% | -12.5% | -6.1% |
| 30D | +2.3% | +4.9% | -2.6% | +0.9% |
| 3M | -8.2% | +29.3% | -37.5% | -13.0% |
| 6M | -35.1% | -11.3% | -23.8% | -35.5% |
| YTD | -54.0% | +1.8% | -55.8% | -55.2% |
| 1Y | -65.3% | +25.3% | -90.6% | -67.9% |
| All | -65.3% | +23.4% | -88.7% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling