-100.0%
DFNS vs CSGP
-62.1%
-37.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -1.6% | -18.0% | -19.9% |
| 7D | -37.4% | +13.9% | -51.3% | -36.2% |
| 30D | -65.8% | +16.0% | -81.8% | -64.8% |
| 3M | -95.0% | +6.1% | -101.1% | -94.9% |
| 6M | -95.8% | -8.2% | -87.7% | -96.1% |
| YTD | -99.5% | -52.3% | -47.2% | -99.7% |
| 1Y | -99.7% | -54.5% | -45.2% | -99.8% |
| 3Y | -100.0% | -58.6% | -41.4% | -100.0% |
| 5Y | -100.0% | -61.5% | -38.5% | -100.0% |
| All | -100.0% | -62.1% | -37.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling