-61.5%
CSGP vs DG
-33.8%
-27.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -1.2% |
| 7D | +13.9% | +6.1% | +7.8% | +12.8% |
| 30D | +16.0% | +11.9% | +4.0% | +14.0% |
| 3M | +6.1% | +9.3% | -3.2% | +4.6% |
| 6M | -8.2% | +19.1% | -27.3% | -10.6% |
| YTD | -52.3% | +5.9% | -58.3% | -53.0% |
| 1Y | -54.5% | +39.8% | -94.3% | -56.8% |
| 3Y | -58.6% | +23.4% | -82.0% | -61.1% |
| 5Y | -61.5% | -33.3% | -28.2% | -60.9% |
| All | -61.5% | -33.8% | -27.7% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling