+189.5%
DLR vs CSGP
+65.4%
+124.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.0% | -7.1% | +5.1% | -0.2% |
| 30D | +0.5% | +3.6% | -3.1% | -1.4% |
| 3M | -4.4% | -2.7% | -1.7% | -5.4% |
| 6M | -6.4% | -8.0% | +1.6% | -6.6% |
| YTD | +19.5% | -55.0% | +74.5% | +44.9% |
| 1Y | +10.5% | -55.8% | +66.3% | +34.6% |
| 3Y | +54.0% | -62.0% | +116.0% | +92.2% |
| 5Y | +39.7% | -62.9% | +102.6% | +72.1% |
| 10Y | +189.5% | +62.6% | +126.9% | +161.8% |
| All | +189.5% | +65.4% | +124.1% | +161.8% |
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