-62.9%
CSGP vs DRI
+78.6%
-141.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -7.1% | -0.7% | -6.4% | -6.8% |
| 30D | +3.6% | +14.7% | -11.1% | -2.1% |
| 3M | -2.7% | +5.4% | -8.2% | -5.1% |
| 6M | -8.1% | +18.8% | -26.9% | -14.9% |
| YTD | -55.0% | +28.4% | -83.4% | -60.2% |
| 1Y | -55.8% | +37.7% | -93.4% | -62.3% |
| 3Y | -62.0% | +68.0% | -130.0% | -72.1% |
| 5Y | -62.9% | +78.8% | -141.7% | -75.1% |
| All | -62.9% | +78.6% | -141.6% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling