+3,264.4%
CSGP vs DTE
+1,193.6%
+2,070.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -4.1% | +0.2% | -4.2% | -4.1% |
| 30D | +2.3% | -2.6% | +4.9% | +3.3% |
| 3M | -8.2% | -3.9% | -4.3% | -6.8% |
| 6M | -35.1% | -7.9% | -27.2% | -33.1% |
| YTD | -54.0% | +7.2% | -61.2% | -55.6% |
| 1Y | -65.3% | +3.1% | -68.4% | -66.0% |
| 3Y | -62.6% | +47.6% | -110.1% | -68.7% |
| 5Y | -64.8% | +32.7% | -97.5% | -69.5% |
| 10Y | +45.1% | +138.8% | -93.7% | -4.6% |
| All | +3,264.4% | +1,193.6% | +2,070.8% | +1,022.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling