+60.0%
CSGP vs DRI
+331.7%
-271.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +1.3% | +1.1% | +0.3% | +1.1% |
| 30D | +2.8% | +9.7% | -6.9% | +0.2% |
| 3M | -6.3% | +3.2% | -9.5% | -7.2% |
| 6M | -3.2% | +20.6% | -23.7% | -8.4% |
| YTD | -54.0% | +28.3% | -82.2% | -57.4% |
| 1Y | -54.8% | +34.5% | -89.4% | -58.9% |
| 3Y | -60.6% | +66.5% | -127.1% | -66.7% |
| 5Y | -62.6% | +79.6% | -142.3% | -69.3% |
| All | +60.0% | +331.7% | -271.7% | +13.4% |
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