+65.2%
CSGP vs DG
+122.0%
-56.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.1% | -1.6% | -4.0% |
| 7D | +1.3% | +1.1% | +0.2% | +1.0% |
| 30D | +10.7% | +9.5% | +1.2% | +8.8% |
| 3M | +3.3% | +5.5% | -2.2% | +2.1% |
| 6M | -10.3% | +16.1% | -26.4% | -13.1% |
| YTD | -54.6% | +2.7% | -57.2% | -55.1% |
| 1Y | -54.6% | +42.1% | -96.7% | -58.1% |
| 3Y | -60.3% | +19.3% | -79.6% | -63.5% |
| 5Y | -63.3% | -35.3% | -28.0% | -60.5% |
| All | +65.2% | +122.0% | -56.8% | +27.6% |
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