+65.2%
CSGP vs ITW
+208.7%
-143.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.1% | -3.9% |
| 7D | +1.3% | +0.9% | +0.4% | +0.9% |
| 30D | +10.7% | +7.6% | +3.1% | +6.9% |
| 3M | +3.3% | -4.0% | +7.3% | +5.5% |
| 6M | -10.3% | +9.2% | -19.5% | -14.5% |
| YTD | -54.6% | +16.2% | -70.8% | -58.7% |
| 1Y | -54.6% | +17.9% | -72.6% | -59.1% |
| 3Y | -60.3% | +30.6% | -90.9% | -66.2% |
| 5Y | -63.3% | +35.2% | -98.5% | -69.6% |
| All | +65.2% | +208.7% | -143.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling