+3,595.7%
DLR vs CSGP
+671.2%
+2,924.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +1.2% |
| 7D | +1.6% | -4.1% | +5.6% | +3.0% |
| 30D | -3.4% | +2.3% | -5.7% | -4.7% |
| 3M | +0.5% | -8.2% | +8.7% | +2.1% |
| 6M | +4.6% | -35.1% | +39.6% | +19.2% |
| YTD | +23.4% | -54.0% | +77.4% | +57.0% |
| 1Y | +19.0% | -65.3% | +84.3% | +67.4% |
| 3Y | +56.5% | -62.6% | +119.1% | +108.2% |
| 5Y | +33.3% | -64.8% | +98.1% | +76.0% |
| 10Y | +165.1% | +45.1% | +120.1% | +86.8% |
| All | +3,595.7% | +671.2% | +2,924.4% | +900.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling