+60.0%
CSGP vs DTE
+152.1%
-92.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +1.3% | +3.4% | -2.1% | -0.1% |
| 30D | +2.8% | +8.9% | -6.1% | -0.5% |
| 3M | -6.3% | +1.1% | -7.4% | -6.7% |
| 6M | -3.2% | +0.1% | -3.2% | -3.4% |
| YTD | -54.0% | +11.1% | -65.0% | -56.2% |
| 1Y | -54.8% | +4.9% | -59.8% | -56.0% |
| 3Y | -60.6% | +58.6% | -119.1% | -68.1% |
| 5Y | -62.6% | +47.3% | -109.9% | -69.1% |
| All | +60.0% | +152.1% | -92.1% | +15.7% |
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