-65.3%
CSGP vs DTE
+3.0%
-68.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.4% |
| 7D | -4.1% | +0.2% | -4.2% | -4.1% |
| 30D | +2.3% | -2.6% | +4.9% | +2.4% |
| 3M | -8.2% | -3.9% | -4.3% | -7.3% |
| 6M | -35.1% | -7.9% | -27.2% | -34.5% |
| YTD | -54.0% | +7.2% | -61.2% | -54.7% |
| 1Y | -65.3% | +3.1% | -68.4% | -65.6% |
| All | -65.3% | +3.0% | -68.3% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling