-61.3%
CSGP vs IWD
+74.7%
-136.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +1.1% |
| 7D | +18.3% | +2.5% | +15.8% | +15.0% |
| 30D | +17.8% | +6.0% | +11.8% | +10.4% |
| 3M | +9.3% | +3.8% | +5.5% | +5.1% |
| 6M | -7.9% | +16.3% | -24.3% | -22.5% |
| YTD | -51.5% | +27.5% | -79.0% | -63.5% |
| 1Y | -53.3% | +32.8% | -86.1% | -66.6% |
| 3Y | -57.9% | +84.3% | -142.2% | -79.7% |
| 5Y | -61.3% | +75.7% | -137.0% | -79.6% |
| All | -61.3% | +74.7% | -136.0% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling