+88.3%
DT vs CSGP
-51.3%
+139.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | +2.7% | -6.1% | +8.8% | +6.0% |
| 30D | -30.4% | +0.3% | -30.7% | -32.0% |
| 3M | -9.4% | -1.3% | -8.1% | -11.7% |
| 6M | +14.5% | -8.9% | +23.4% | +15.8% |
| YTD | +3.6% | -55.2% | +58.8% | +53.3% |
| 1Y | -3.4% | -56.4% | +52.9% | +44.8% |
| 3Y | -11.1% | -62.2% | +51.1% | +36.4% |
| 5Y | -39.5% | -63.7% | +24.2% | -7.1% |
| All | +88.3% | -51.3% | +139.5% | +134.9% |
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