-100.0%
DFNS vs CSGP
-56.0%
-44.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.2% | -2.7% |
| 7D | -42.8% | -1.8% | -41.0% | -42.9% |
| 30D | -67.6% | +5.3% | -72.8% | -67.2% |
| 3M | -94.9% | +3.3% | -98.2% | -94.8% |
| 6M | -96.7% | -4.7% | -92.1% | -96.9% |
| YTD | -99.6% | -53.5% | -46.1% | -99.7% |
| 1Y | -99.7% | -53.7% | -46.0% | -99.8% |
| 3Y | -100.0% | -59.7% | -40.2% | -100.0% |
| 5Y | -100.0% | -62.5% | -37.5% | -100.0% |
| All | -100.0% | -56.0% | -44.0% | -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