-56.4%
CSGP vs DG
+31.9%
-88.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | -6.1% | -2.5% | -3.6% | -5.3% |
| 30D | +0.3% | +7.7% | -7.4% | -1.5% |
| 3M | -1.3% | +13.1% | -14.4% | -4.4% |
| 6M | -8.9% | +32.0% | -41.0% | -13.8% |
| YTD | -55.2% | +3.3% | -58.6% | -56.7% |
| 1Y | -56.4% | +31.7% | -88.0% | -58.1% |
| All | -56.4% | +31.9% | -88.3% | -58.1% |
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