+44.1%
CSGP vs DVA
+187.4%
-143.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | -4.1% | +1.8% | -5.9% | -4.3% |
| 30D | +2.3% | -2.5% | +4.8% | +2.7% |
| 3M | -8.2% | -4.3% | -3.9% | -8.0% |
| 6M | -35.1% | +18.9% | -53.9% | -37.6% |
| YTD | -54.0% | +61.9% | -116.0% | -58.8% |
| 1Y | -65.3% | +35.7% | -101.0% | -67.7% |
| 3Y | -62.6% | +78.6% | -141.2% | -68.0% |
| 5Y | -64.8% | +39.2% | -104.0% | -68.8% |
| All | +44.1% | +187.4% | -143.3% | +8.0% |
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