+40.1%
CSGP vs DGX
+241.2%
-201.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.6% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | +0.3% | -1.2% | +1.5% | +0.8% |
| 3M | -9.1% | +19.9% | -29.0% | -16.1% |
| 6M | -37.3% | +19.2% | -56.5% | -42.0% |
| YTD | -54.9% | +37.5% | -92.4% | -60.9% |
| 1Y | -65.5% | +31.3% | -96.8% | -69.6% |
| 3Y | -63.3% | +96.6% | -159.9% | -73.4% |
| 5Y | -65.8% | +64.3% | -130.0% | -73.4% |
| 10Y | +40.1% | +241.1% | -201.0% | -28.2% |
| All | +40.1% | +241.2% | -201.1% | -28.2% |
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