+117.6%
DT vs CSGP
-49.9%
+167.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.3% |
| 7D | -3.3% | -4.1% | +0.8% | -1.0% |
| 30D | +2.0% | +2.3% | -0.3% | +0.2% |
| 3M | +20.0% | -8.2% | +28.2% | +24.0% |
| 6M | +39.3% | -35.1% | +74.4% | +74.5% |
| YTD | +19.8% | -54.0% | +73.8% | +79.5% |
| 1Y | +4.3% | -65.3% | +69.6% | +83.1% |
| 3Y | +7.7% | -62.6% | +70.3% | +71.2% |
| 5Y | -26.8% | -64.8% | +38.0% | +18.4% |
| All | +117.6% | -49.9% | +167.6% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling