-61.9%
CSGP vs DVA
+111.7%
-173.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.9% |
| 7D | -3.2% | -1.6% | -1.6% | -3.1% |
| 30D | +2.2% | 0.0% | +2.2% | +2.2% |
| 3M | -3.7% | -2.4% | -1.3% | -3.7% |
| 6M | -7.4% | -9.8% | +2.3% | -7.6% |
| YTD | -54.9% | +57.8% | -112.7% | -55.0% |
| 1Y | -54.9% | +49.2% | -104.1% | -54.4% |
| 3Y | -61.9% | +116.0% | -177.9% | -64.1% |
| All | -61.9% | +111.7% | -173.6% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling