+54.3%
DIA vs CSGP
-62.1%
+116.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.3% |
| 7D | -1.6% | +13.9% | -15.5% | -3.9% |
| 30D | 0.0% | +16.0% | -16.0% | -3.2% |
| 3M | -4.9% | +6.1% | -11.0% | -6.7% |
| 6M | +5.0% | -8.2% | +13.2% | +5.6% |
| YTD | +8.2% | -52.3% | +60.5% | +24.1% |
| 1Y | +10.3% | -54.5% | +64.8% | +27.8% |
| 3Y | +58.4% | -58.6% | +116.9% | +83.7% |
| 5Y | +54.3% | -61.5% | +115.8% | +82.2% |
| All | +54.3% | -62.1% | +116.4% | +82.2% |
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 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