+3,551.7%
DLR vs CSGP
+712.9%
+2,838.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.5% | +1.2% |
| 7D | +2.8% | +18.3% | -15.5% | -3.1% |
| 30D | +2.8% | +17.8% | -15.0% | -4.3% |
| 3M | -4.0% | +9.3% | -13.2% | -9.1% |
| 6M | -5.6% | -7.9% | +2.3% | -6.1% |
| YTD | +21.9% | -51.5% | +73.5% | +49.8% |
| 1Y | +13.0% | -53.3% | +66.3% | +40.3% |
| 3Y | +52.2% | -57.9% | +110.1% | +90.8% |
| 5Y | +40.3% | -61.3% | +101.6% | +76.6% |
| 10Y | +186.1% | +77.5% | +108.5% | +83.1% |
| All | +3,551.7% | +712.9% | +2,838.8% | +854.4% |
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