-53.3%
CSGP vs DVA
+62.2%
-115.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.8% | -1.7% | +4.9% |
| 7D | +18.3% | +4.7% | +13.6% | +19.0% |
| 30D | +17.8% | +7.8% | +10.0% | +19.0% |
| 3M | +9.3% | -15.5% | +24.8% | +5.3% |
| 6M | -7.9% | +25.0% | -33.0% | -0.5% |
| YTD | -51.5% | +69.6% | -121.1% | -35.9% |
| 1Y | -53.3% | +60.6% | -113.9% | -36.3% |
| All | -53.3% | +62.2% | -115.5% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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