-54.6%
CSGP vs DRI
+30.3%
-84.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.4% |
| 7D | +1.3% | +2.8% | -1.5% | +0.6% |
| 30D | +10.7% | +13.3% | -2.6% | +8.0% |
| 3M | +3.3% | +8.2% | -4.9% | +1.3% |
| 6M | -10.3% | +17.5% | -27.9% | -12.9% |
| YTD | -54.6% | +26.9% | -81.5% | -56.1% |
| 1Y | -54.6% | +31.6% | -86.2% | -56.7% |
| All | -54.6% | +30.3% | -84.9% | -56.7% |
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