+65.2%
CSGP vs DVA
+221.4%
-156.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -2.9% | -4.4% |
| 7D | +1.3% | +2.1% | -0.8% | +0.9% |
| 30D | +10.7% | +8.2% | +2.4% | +9.2% |
| 3M | +3.3% | +5.9% | -2.6% | +2.2% |
| 6M | -10.3% | -1.3% | -9.0% | -10.8% |
| YTD | -54.6% | +68.4% | -123.0% | -59.5% |
| 1Y | -54.6% | +57.5% | -112.1% | -59.0% |
| 3Y | -60.3% | +142.3% | -202.6% | -68.1% |
| 5Y | -63.3% | +75.0% | -138.3% | -69.2% |
| All | +65.2% | +221.4% | -156.2% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling