-42.9%
DT vs CSGP
-63.2%
+20.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | +1.5% |
| 7D | -24.7% | +1.3% | -26.0% | -25.2% |
| 30D | -27.4% | +10.7% | -38.1% | -32.3% |
| 3M | -11.1% | +3.3% | -14.4% | -15.0% |
| 6M | +13.7% | -10.3% | +24.0% | +15.9% |
| YTD | +0.2% | -54.6% | +54.8% | +42.7% |
| 1Y | -5.7% | -54.6% | +49.0% | +34.2% |
| 3Y | -8.1% | -60.3% | +52.2% | +31.6% |
| All | -42.9% | -63.2% | +20.4% | -9.2% |
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