-62.8%
CSGP vs IWD
+70.7%
-133.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -1.7% |
| 7D | -4.1% | -0.3% | -3.8% | -3.8% |
| 30D | +2.3% | +0.6% | +1.7% | +1.9% |
| 3M | -8.2% | +7.2% | -15.4% | -14.3% |
| 6M | -35.1% | +16.2% | -51.3% | -44.7% |
| YTD | -54.0% | +23.3% | -77.4% | -63.5% |
| 1Y | -65.3% | +29.6% | -94.9% | -74.0% |
| All | -62.8% | +70.7% | -133.4% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling