+3,264.4%
CSGP vs DRI
+4,221.1%
-956.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -4.1% | +0.6% | -4.6% | -4.3% |
| 30D | +2.3% | +3.8% | -1.5% | +1.1% |
| 3M | -8.2% | +13.0% | -21.2% | -11.7% |
| 6M | -35.1% | +8.3% | -43.4% | -36.9% |
| YTD | -54.0% | +20.6% | -74.6% | -56.9% |
| 1Y | -65.3% | +6.5% | -71.8% | -66.4% |
| 3Y | -62.6% | +53.7% | -116.3% | -68.0% |
| 5Y | -64.8% | +72.7% | -137.5% | -71.1% |
| 10Y | +45.1% | +363.2% | -318.1% | -20.5% |
| All | +3,264.4% | +4,221.1% | -956.7% | +705.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling