-42.7%
DT vs CSGP
-62.1%
+19.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.0% | -5.8% |
| 7D | -28.3% | +13.9% | -42.2% | -32.8% |
| 30D | -28.4% | +16.0% | -44.4% | -34.7% |
| 3M | -14.1% | +6.1% | -20.2% | -18.6% |
| 6M | +13.2% | -8.2% | +21.3% | +14.3% |
| YTD | +0.8% | -52.3% | +53.2% | +40.5% |
| 1Y | -7.8% | -54.5% | +46.7% | +31.6% |
| 3Y | -8.3% | -58.6% | +50.3% | +29.0% |
| 5Y | -42.7% | -61.5% | +18.8% | -11.8% |
| All | -42.7% | -62.1% | +19.3% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling