-62.8%
CSGP vs DG
+9.1%
-71.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.6% |
| 7D | -4.1% | +8.4% | -12.5% | -4.9% |
| 30D | +2.3% | +4.9% | -2.6% | +1.7% |
| 3M | -8.2% | +29.3% | -37.5% | -10.3% |
| 6M | -35.1% | -11.3% | -23.8% | -35.0% |
| YTD | -54.0% | +1.8% | -55.8% | -54.4% |
| 1Y | -65.3% | +25.3% | -90.6% | -66.1% |
| All | -62.8% | +9.1% | -71.9% | -62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling