+44.1%
CSGP vs DG
+109.0%
-64.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.7% |
| 7D | -4.1% | +8.4% | -12.5% | -5.7% |
| 30D | +2.3% | +4.9% | -2.6% | +1.2% |
| 3M | -8.2% | +29.3% | -37.5% | -12.8% |
| 6M | -35.1% | -11.3% | -23.8% | -33.8% |
| YTD | -54.0% | +1.8% | -55.8% | -54.5% |
| 1Y | -65.3% | +25.3% | -90.6% | -67.2% |
| 3Y | -62.6% | +9.1% | -71.6% | -64.8% |
| 5Y | -64.8% | -34.9% | -29.9% | -62.3% |
| All | +44.1% | +109.0% | -64.9% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling