-7.9%
CSGP vs DRI
+20.5%
-28.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | +1.9% |
| 7D | +18.3% | +6.5% | +11.8% | +15.3% |
| 30D | +17.8% | +16.4% | +1.4% | +11.4% |
| 3M | +9.3% | +13.6% | -4.4% | +3.2% |
| 6M | -7.9% | +22.0% | -29.9% | -14.0% |
| All | -7.9% | +20.5% | -28.4% | -14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling