-61.9%
CSGP vs DTE
+55.4%
-117.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | -3.2% | +3.5% | -6.7% | -4.4% |
| 30D | +2.2% | +9.5% | -7.3% | -0.9% |
| 3M | -3.7% | +2.5% | -6.2% | -4.7% |
| 6M | -7.4% | +0.6% | -8.0% | -7.9% |
| YTD | -54.9% | +10.5% | -65.4% | -57.2% |
| 1Y | -54.9% | +3.3% | -58.2% | -55.9% |
| 3Y | -61.9% | +56.3% | -118.2% | -71.8% |
| All | -61.9% | +55.4% | -117.3% | -71.8% |
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