+65.1%
CSGP vs DG
+119.6%
-54.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -3.2% | +5.2% | -8.4% | -4.2% |
| 30D | +2.2% | +7.9% | -5.7% | +0.7% |
| 3M | -3.7% | +12.7% | -16.4% | -6.0% |
| 6M | -7.4% | +22.4% | -29.9% | -11.3% |
| YTD | -54.9% | +5.4% | -60.3% | -55.7% |
| 1Y | -54.9% | +39.4% | -94.3% | -58.2% |
| 3Y | -61.9% | +24.1% | -86.0% | -65.3% |
| 5Y | -63.1% | -32.2% | -30.9% | -60.8% |
| 10Y | +65.1% | +111.8% | -46.7% | +30.5% |
| All | +65.1% | +119.6% | -54.4% | +30.5% |
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