+65.7%
DIA vs CSGP
-64.7%
+130.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -0.2% | -4.1% | +3.9% | +0.6% |
| 30D | -1.5% | +2.3% | -3.8% | -2.2% |
| 3M | +3.8% | -8.2% | +11.9% | +4.9% |
| 6M | +10.3% | -35.1% | +45.3% | +19.3% |
| YTD | +12.1% | -54.0% | +66.1% | +29.9% |
| 1Y | +18.6% | -65.3% | +84.0% | +46.6% |
| 3Y | +60.6% | -62.6% | +123.2% | +91.1% |
| All | +65.7% | -64.7% | +130.4% | +88.3% |
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