-55.8%
CSGP vs GWW
+57.4%
-113.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | +3.6% | +14.0% | -10.3% | +1.7% |
| 3M | -2.7% | +14.4% | -17.1% | -4.6% |
| 6M | -8.0% | +21.7% | -29.7% | -10.5% |
| YTD | -55.0% | +48.4% | -103.4% | -57.3% |
| 1Y | -55.8% | +58.4% | -114.2% | -59.2% |
| All | -55.8% | +57.4% | -113.2% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling