-5.7%
DT vs CSGP
-53.2%
+47.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.6% | -1.7% |
| 7D | -25.5% | +18.3% | -43.8% | -29.3% |
| 30D | -22.3% | +17.8% | -40.1% | -27.5% |
| 3M | +2.3% | +9.3% | -6.9% | -2.2% |
| 6M | +20.7% | -7.9% | +28.6% | +22.5% |
| YTD | +7.9% | -51.5% | +59.5% | +36.7% |
| 1Y | -5.7% | -53.3% | +47.6% | +21.4% |
| All | -5.7% | -53.2% | +47.5% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling