+3,264.4%
CSGP vs DOC
+622.2%
+2,642.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.8% |
| 7D | -4.1% | -1.5% | -2.6% | -3.5% |
| 30D | +2.3% | -4.8% | +7.1% | +4.1% |
| 3M | -8.2% | +6.9% | -15.1% | -10.3% |
| 6M | -35.1% | +20.7% | -55.8% | -40.0% |
| YTD | -54.0% | +34.1% | -88.2% | -59.1% |
| 1Y | -65.3% | +22.6% | -88.0% | -68.2% |
| 3Y | -62.6% | +20.8% | -83.4% | -65.9% |
| 5Y | -64.8% | -24.9% | -40.0% | -62.3% |
| 10Y | +45.1% | -1.8% | +46.9% | +33.9% |
| All | +3,264.4% | +622.2% | +2,642.2% | +1,150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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