+60.0%
CSGP vs DVA
+193.2%
-133.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +1.3% | -8.8% | +10.1% | +2.7% |
| 30D | +2.8% | -3.4% | +6.2% | +3.2% |
| 3M | -6.3% | -2.6% | -3.8% | -6.1% |
| 6M | -3.2% | -11.9% | +8.7% | -2.0% |
| YTD | -54.0% | +53.6% | -107.6% | -58.4% |
| 1Y | -54.8% | +41.9% | -96.7% | -58.5% |
| 3Y | -60.6% | +97.5% | -158.1% | -66.9% |
| 5Y | -62.6% | +65.0% | -127.6% | -68.4% |
| All | +60.0% | +193.2% | -133.1% | +18.6% |
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