+14.9%
DIA vs CSGP
-53.2%
+68.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +2.9% |
| 7D | +1.6% | +18.3% | -16.7% | +0.9% |
| 30D | +4.1% | +17.8% | -13.7% | +3.3% |
| 3M | -1.0% | +9.3% | -10.3% | -1.5% |
| 6M | +9.7% | -7.9% | +17.6% | +10.0% |
| YTD | +12.2% | -51.5% | +63.7% | +17.9% |
| 1Y | +14.9% | -53.3% | +68.2% | +22.2% |
| All | +14.9% | -53.2% | +68.1% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling