+62.6%
CSGP vs DTE
+151.0%
-88.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -7.1% | +1.6% | -8.7% | -7.7% |
| 30D | +3.6% | +9.1% | -5.5% | +0.2% |
| 3M | -2.7% | +2.4% | -5.1% | -3.7% |
| 6M | -8.0% | -0.2% | -7.8% | -8.1% |
| YTD | -55.0% | +11.0% | -66.0% | -57.2% |
| 1Y | -55.8% | +3.4% | -59.1% | -56.7% |
| 3Y | -62.0% | +57.1% | -119.1% | -69.1% |
| 5Y | -62.9% | +46.6% | -109.5% | -69.3% |
| 10Y | +62.6% | +151.3% | -88.7% | +17.2% |
| All | +62.6% | +151.0% | -88.4% | +17.2% |
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