-54.6%
CSGP vs DG
+34.9%
-89.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.1% | -1.6% | -3.6% |
| 7D | +1.3% | +1.1% | +0.2% | +0.9% |
| 30D | +10.7% | +9.5% | +1.2% | +8.2% |
| 3M | +3.3% | +5.5% | -2.2% | +1.7% |
| 6M | -10.3% | +16.1% | -26.4% | -13.3% |
| YTD | -54.6% | +2.7% | -57.2% | -55.9% |
| 1Y | -54.6% | +42.1% | -96.7% | -55.6% |
| All | -54.6% | +34.9% | -89.5% | -55.6% |
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 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