+3,446.1%
CSGP vs DRI
+4,532.0%
-1,085.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | +2.5% |
| 7D | +18.3% | +6.5% | +11.8% | +16.1% |
| 30D | +17.8% | +16.4% | +1.4% | +12.5% |
| 3M | +9.3% | +13.6% | -4.4% | +5.0% |
| 6M | -7.9% | +22.0% | -29.9% | -13.6% |
| YTD | -51.5% | +29.3% | -80.8% | -55.6% |
| 1Y | -53.3% | +32.0% | -85.3% | -57.5% |
| 3Y | -57.9% | +68.5% | -126.4% | -65.0% |
| 5Y | -61.3% | +86.3% | -147.6% | -68.9% |
| 10Y | +77.5% | +380.2% | -302.6% | -3.7% |
| All | +3,446.1% | +4,532.0% | -1,085.9% | +730.8% |
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