-62.8%
CSGP vs DRI
+53.9%
-116.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -4.1% | +0.6% | -4.6% | -4.2% |
| 30D | +2.3% | +3.8% | -1.5% | +1.2% |
| 3M | -8.2% | +13.0% | -21.2% | -11.1% |
| 6M | -35.1% | +8.3% | -43.4% | -36.6% |
| YTD | -54.0% | +20.6% | -74.6% | -56.6% |
| 1Y | -65.3% | +6.5% | -71.8% | -66.1% |
| All | -62.8% | +53.9% | -116.7% | -69.0% |
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