+67.3%
CSGP vs DTE
+138.9%
-71.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.2% | +1.3% |
| 7D | -1.8% | +1.8% | -3.7% | -2.5% |
| 30D | +5.3% | +9.0% | -3.7% | +1.8% |
| 3M | +3.3% | -0.2% | +3.5% | +3.4% |
| 6M | -4.7% | +0.1% | -4.8% | -4.9% |
| YTD | -53.5% | +10.0% | -63.5% | -55.7% |
| 1Y | -53.7% | +4.7% | -58.4% | -54.9% |
| 3Y | -59.7% | +55.7% | -115.4% | -67.2% |
| 5Y | -62.5% | +45.1% | -107.6% | -68.8% |
| 10Y | +67.3% | +145.1% | -77.8% | +20.4% |
| All | +67.3% | +138.9% | -71.7% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling