+65.2%
CSGP vs DRI
+367.2%
-301.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.4% |
| 7D | +1.3% | +2.8% | -1.5% | +0.5% |
| 30D | +10.7% | +13.3% | -2.6% | +6.9% |
| 3M | +3.3% | +8.2% | -4.9% | +0.9% |
| 6M | -10.3% | +17.5% | -27.9% | -14.6% |
| YTD | -54.6% | +26.9% | -81.5% | -57.9% |
| 1Y | -54.6% | +31.6% | -86.2% | -58.5% |
| 3Y | -60.3% | +67.0% | -127.3% | -66.5% |
| 5Y | -63.3% | +72.9% | -136.2% | -69.6% |
| All | +65.2% | +367.2% | -301.9% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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