+62.6%
CSGP vs DGX
+287.0%
-224.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.1% | +1.2% | -8.3% | -7.5% |
| 30D | +3.6% | +11.2% | -7.6% | -0.9% |
| 3M | -2.7% | +9.3% | -12.1% | -6.4% |
| 6M | -8.0% | +37.4% | -45.4% | -19.9% |
| YTD | -55.0% | +51.6% | -106.6% | -62.5% |
| 1Y | -55.8% | +39.3% | -95.0% | -61.9% |
| 3Y | -62.0% | +106.1% | -168.1% | -72.9% |
| 5Y | -62.9% | +92.2% | -155.1% | -73.1% |
| 10Y | +62.6% | +286.6% | -224.0% | -25.5% |
| All | +62.6% | +287.0% | -224.4% | -25.5% |
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