+3,264.4%
CSGP vs ITW
+1,356.0%
+1,908.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.1% |
| 7D | -4.1% | -3.6% | -0.5% | -2.3% |
| 30D | +2.3% | -9.1% | +11.5% | +7.5% |
| 3M | -8.2% | +8.2% | -16.4% | -12.2% |
| 6M | -35.1% | -4.8% | -30.3% | -34.0% |
| YTD | -54.0% | +11.0% | -65.1% | -57.3% |
| 1Y | -65.3% | +4.2% | -69.6% | -66.7% |
| 3Y | -62.6% | +17.3% | -79.8% | -66.3% |
| 5Y | -64.8% | +33.0% | -97.8% | -70.5% |
| 10Y | +45.1% | +182.3% | -137.2% | -21.6% |
| All | +3,264.4% | +1,356.0% | +1,908.3% | +569.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling