-53.5%
CSGP vs DTE
+4.3%
-57.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.2% | +1.7% |
| 7D | -1.8% | +1.8% | -3.7% | -2.3% |
| 30D | +5.3% | +9.0% | -3.7% | +4.1% |
| 3M | +3.3% | -0.2% | +3.5% | +2.0% |
| 6M | -4.7% | +0.1% | -4.8% | -4.8% |
| YTD | -53.5% | +10.0% | -63.5% | -54.5% |
| All | -53.5% | +4.3% | -57.8% | -52.5% |
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