+3,225.2%
CSGP vs DGX
+6,565.4%
-3,340.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -4.8% |
| 7D | +1.3% | +1.5% | -0.3% | +0.8% |
| 30D | +10.7% | +12.6% | -1.9% | +6.9% |
| 3M | +3.3% | +7.6% | -4.3% | +1.0% |
| 6M | -10.3% | +36.2% | -46.5% | -18.4% |
| YTD | -54.6% | +49.8% | -104.4% | -59.9% |
| 1Y | -54.6% | +47.3% | -101.9% | -59.8% |
| 3Y | -60.3% | +102.1% | -162.4% | -68.3% |
| 5Y | -63.3% | +100.3% | -163.6% | -70.7% |
| 10Y | +66.5% | +283.1% | -216.6% | +8.7% |
| All | +3,225.2% | +6,565.4% | -3,340.2% | +1,119.8% |
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