-100.0%
DFNS vs CSGP
-57.0%
-43.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.7% | -7.5% | -12.8% |
| 7D | -44.0% | +1.3% | -45.3% | -43.9% |
| 30D | -69.1% | +10.7% | -79.8% | -68.6% |
| 3M | -95.6% | +3.3% | -98.9% | -95.6% |
| 6M | -96.2% | -10.3% | -85.8% | -96.4% |
| YTD | -99.6% | -54.6% | -45.0% | -99.7% |
| 1Y | -99.7% | -54.6% | -45.1% | -99.8% |
| 3Y | -100.0% | -60.3% | -39.6% | -100.0% |
| 5Y | -100.0% | -63.3% | -36.7% | -100.0% |
| All | -100.0% | -57.0% | -43.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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