+62.6%
CSGP vs DVA
+206.9%
-144.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.6% |
| 7D | -7.1% | -4.8% | -2.3% | -6.4% |
| 30D | +3.6% | +0.9% | +2.7% | +3.4% |
| 3M | -2.7% | +2.9% | -5.6% | -3.3% |
| 6M | -8.0% | -7.8% | -0.3% | -7.6% |
| YTD | -55.0% | +61.5% | -116.5% | -59.7% |
| 1Y | -55.8% | +50.1% | -105.8% | -59.7% |
| 3Y | -62.0% | +121.1% | -183.1% | -68.8% |
| 5Y | -62.9% | +72.9% | -135.8% | -68.9% |
| 10Y | +62.6% | +208.2% | -145.6% | +16.2% |
| All | +62.6% | +206.9% | -144.2% | +16.2% |
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