-53.5%
CSGP vs DVA
+52.7%
-106.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +1.8% |
| 7D | -1.8% | -0.1% | -1.7% | -1.9% |
| 30D | +5.3% | +3.5% | +1.8% | +5.8% |
| 3M | +3.3% | +1.0% | +2.3% | +3.4% |
| 6M | -4.7% | -6.6% | +1.9% | -5.2% |
| YTD | -53.5% | +63.3% | -116.9% | -38.2% |
| All | -53.5% | +52.7% | -106.2% | -35.8% |
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