+240.2%
DIA vs CSGP
+63.3%
+176.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +0.7% |
| 7D | -0.9% | +1.3% | -2.2% | -1.3% |
| 30D | +0.3% | +10.7% | -10.4% | -3.1% |
| 3M | -4.5% | +3.3% | -7.8% | -6.5% |
| 6M | +3.4% | -10.3% | +13.7% | +4.2% |
| YTD | +7.8% | -54.6% | +62.3% | +29.4% |
| 1Y | +10.7% | -54.6% | +65.4% | +32.8% |
| 3Y | +57.5% | -60.3% | +117.9% | +91.5% |
| 5Y | +53.7% | -63.3% | +117.0% | +86.4% |
| All | +240.2% | +63.3% | +176.9% | +195.4% |
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