+3,225.2%
CSGP vs ITW
+1,424.2%
+1,801.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +3.3% | -4.0% | +7.3% | +5.6% |
| 6M | -10.3% | +9.2% | -19.5% | -14.6% |
| 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% | -69.4% |
| 10Y | +66.5% | +212.2% | -145.7% | -14.6% |
| All | +3,225.2% | +1,424.2% | +1,801.0% | +546.5% |
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