-60.3%
CSGP vs DTE
+49.5%
-109.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.8% | -4.7% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +10.7% | +6.2% | +4.5% | +8.6% |
| 3M | +3.3% | -2.6% | +5.9% | +4.1% |
| 6M | -10.3% | -3.5% | -6.8% | -9.3% |
| YTD | -54.6% | +7.4% | -61.9% | -56.4% |
| 1Y | -54.6% | +4.2% | -58.9% | -55.9% |
| 3Y | -60.3% | +51.7% | -112.1% | -70.0% |
| All | -60.3% | +49.5% | -109.8% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling