+65.2%
CSGP vs DGX
+278.6%
-213.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -4.8% |
| 7D | +1.3% | +1.5% | -0.3% | +0.6% |
| 30D | +10.7% | +12.6% | -1.9% | +5.4% |
| 3M | +3.3% | +7.6% | -4.3% | 0.0% |
| 6M | -10.3% | +36.2% | -46.5% | -21.5% |
| YTD | -54.6% | +49.8% | -104.4% | -62.0% |
| 1Y | -54.6% | +47.3% | -101.9% | -61.8% |
| 3Y | -60.3% | +102.1% | -162.4% | -71.4% |
| 5Y | -63.3% | +100.3% | -163.6% | -73.8% |
| All | +65.2% | +278.6% | -213.3% | -15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling