+3,264.4%
CSGP vs DGX
+6,060.4%
-2,796.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | -4.1% | -2.3% | -1.8% | -3.4% |
| 30D | +2.3% | +0.6% | +1.8% | +2.1% |
| 3M | -8.2% | +21.4% | -29.6% | -13.5% |
| 6M | -35.1% | +14.7% | -49.8% | -37.8% |
| YTD | -54.0% | +38.4% | -92.5% | -58.4% |
| 1Y | -65.3% | +34.0% | -99.3% | -68.4% |
| 3Y | -62.6% | +92.7% | -155.3% | -69.6% |
| 5Y | -64.8% | +67.7% | -132.5% | -70.4% |
| 10Y | +45.1% | +248.0% | -202.9% | -2.5% |
| All | +3,264.4% | +6,060.4% | -2,796.0% | +1,164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling