-61.5%
CSGP vs IWD
+70.2%
-131.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | +1.3% |
| 7D | +13.9% | -0.9% | +14.8% | +15.0% |
| 30D | +16.0% | +2.6% | +13.4% | +12.7% |
| 3M | +6.1% | +1.2% | +4.8% | +4.9% |
| 6M | -8.2% | +12.1% | -20.3% | -19.4% |
| YTD | -52.3% | +24.1% | -76.5% | -63.0% |
| 1Y | -54.5% | +28.5% | -83.0% | -66.2% |
| 3Y | -58.6% | +79.5% | -138.1% | -79.5% |
| 5Y | -61.5% | +70.3% | -131.8% | -79.1% |
| All | -61.5% | +70.2% | -131.7% | -79.1% |
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