-54.5%
CSGP vs IWD
+29.3%
-83.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | +0.2% |
| 7D | +13.9% | -0.9% | +14.8% | +14.6% |
| 30D | +16.0% | +2.6% | +13.4% | +14.0% |
| 3M | +6.1% | +1.2% | +4.8% | +5.4% |
| 6M | -8.2% | +12.1% | -20.3% | -11.8% |
| YTD | -52.3% | +24.1% | -76.5% | -57.9% |
| 1Y | -54.5% | +28.5% | -83.0% | -61.7% |
| All | -54.5% | +29.3% | -83.8% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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