-65.3%
CSGP vs DGX
+33.7%
-99.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -4.1% | -2.3% | -1.8% | -3.3% |
| 30D | +2.3% | +0.6% | +1.8% | +2.1% |
| 3M | -8.2% | +21.4% | -29.6% | -14.0% |
| 6M | -35.1% | +14.7% | -49.8% | -38.4% |
| YTD | -54.0% | +38.4% | -92.5% | -59.2% |
| 1Y | -65.3% | +34.0% | -99.3% | -69.4% |
| All | -65.3% | +33.7% | -99.0% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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