+681.1%
CSGP vs DG
+635.1%
+46.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -1.0% |
| 7D | +13.9% | +6.1% | +7.8% | +12.3% |
| 30D | +16.0% | +11.9% | +4.0% | +13.2% |
| 3M | +6.1% | +9.3% | -3.2% | +3.9% |
| 6M | -8.2% | +19.1% | -27.3% | -11.9% |
| YTD | -52.3% | +5.9% | -58.3% | -53.3% |
| 1Y | -54.5% | +39.8% | -94.3% | -58.2% |
| 3Y | -58.6% | +23.4% | -82.0% | -62.6% |
| 5Y | -61.5% | -33.3% | -28.2% | -59.6% |
| 10Y | +74.7% | +131.0% | -56.4% | +28.2% |
| All | +681.1% | +635.1% | +46.0% | +287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling