+162.4%
DLR vs CSGP
+63.3%
+99.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +0.9% |
| 7D | -3.6% | +1.3% | -4.9% | -4.0% |
| 30D | -3.5% | +10.7% | -14.2% | -7.0% |
| 3M | -8.9% | +3.3% | -12.2% | -11.3% |
| 6M | -11.6% | -10.3% | -1.2% | -11.2% |
| YTD | +14.9% | -54.6% | +69.5% | +39.1% |
| 1Y | +6.4% | -54.6% | +61.1% | +28.6% |
| 3Y | +47.3% | -60.3% | +107.6% | +81.2% |
| 5Y | +32.8% | -63.3% | +96.1% | +64.2% |
| All | +162.4% | +63.3% | +99.1% | +137.1% |
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