-54.5%
CSGP vs DRI
+31.0%
-85.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +13.9% | +3.7% | +10.2% | +12.9% |
| 30D | +16.0% | +13.5% | +2.5% | +12.9% |
| 3M | +6.1% | +10.4% | -4.3% | +3.6% |
| 6M | -8.2% | +19.5% | -27.7% | -11.3% |
| YTD | -52.3% | +28.2% | -80.5% | -54.5% |
| 1Y | -54.5% | +31.0% | -85.5% | -56.9% |
| All | -54.5% | +31.0% | -85.5% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling