-54.9%
CSGP vs DG
+41.0%
-95.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | -3.2% | +5.2% | -8.4% | -4.8% |
| 30D | +2.2% | +7.9% | -5.7% | +0.1% |
| 3M | -3.7% | +12.7% | -16.4% | -6.9% |
| 6M | -7.4% | +22.4% | -29.9% | -11.8% |
| YTD | -54.9% | +5.4% | -60.3% | -56.6% |
| 1Y | -54.9% | +39.4% | -94.3% | -57.2% |
| All | -54.9% | +41.0% | -95.9% | -57.2% |
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