-26.7%
DT vs CSGP
-64.7%
+38.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.4% |
| 7D | -3.3% | -4.1% | +0.8% | -1.2% |
| 30D | +2.0% | +2.3% | -0.3% | +0.4% |
| 3M | +20.0% | -8.2% | +28.2% | +23.8% |
| 6M | +39.3% | -35.1% | +74.4% | +71.6% |
| YTD | +19.8% | -54.0% | +73.8% | +74.5% |
| 1Y | +4.3% | -65.3% | +69.6% | +76.4% |
| 3Y | +7.7% | -62.6% | +70.3% | +65.5% |
| All | -26.7% | -64.7% | +38.0% | +18.6% |
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