-60.6%
CSGP vs DGX
+106.7%
-167.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +1.3% | +1.6% | -0.2% | +0.8% |
| 30D | +2.8% | +11.2% | -8.4% | -0.6% |
| 3M | -6.3% | +10.4% | -16.7% | -9.4% |
| 6M | -3.2% | +37.1% | -40.2% | -12.5% |
| YTD | -54.0% | +52.1% | -106.1% | -59.8% |
| 1Y | -54.8% | +40.7% | -95.5% | -59.7% |
| 3Y | -60.6% | +107.6% | -168.2% | -70.0% |
| All | -60.6% | +106.7% | -167.3% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling