-54.9%
CSGP vs ITW
+20.5%
-75.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -3.2% | +0.5% | -3.7% | -3.2% |
| 30D | +2.2% | +9.1% | -6.8% | +2.2% |
| 3M | -3.7% | -1.6% | -2.1% | -4.8% |
| 6M | -7.4% | +14.5% | -21.9% | -5.4% |
| YTD | -54.9% | +19.2% | -74.1% | -55.1% |
| 1Y | -54.9% | +20.9% | -75.8% | -55.9% |
| All | -54.9% | +20.5% | -75.4% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling