-58.4%
CSGP vs DRI
+68.1%
-126.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +13.9% | +3.7% | +10.2% | +12.8% |
| 30D | +16.0% | +13.5% | +2.5% | +12.4% |
| 3M | +6.1% | +10.4% | -4.3% | +3.3% |
| 6M | -8.2% | +19.5% | -27.7% | -12.4% |
| YTD | -52.3% | +28.2% | -80.5% | -55.6% |
| 1Y | -54.5% | +31.0% | -85.5% | -58.0% |
| All | -58.4% | +68.1% | -126.5% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling