-63.1%
CSGP vs ITW
+35.5%
-98.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.7% |
| 7D | +1.3% | +2.3% | -1.0% | 0.0% |
| 30D | +2.8% | +6.7% | -3.9% | -0.8% |
| 3M | -6.3% | -0.5% | -5.8% | -6.0% |
| 6M | -3.2% | +16.4% | -19.6% | -11.8% |
| YTD | -54.0% | +19.0% | -72.9% | -59.7% |
| 1Y | -54.8% | +20.2% | -75.0% | -60.8% |
| 3Y | -60.6% | +33.1% | -93.7% | -68.6% |
| All | -63.1% | +35.5% | -98.5% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling