+77.5%
CSGP vs SW
+189.7%
-112.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +3.6% |
| 7D | +18.3% | +12.1% | +6.3% | +17.0% |
| 30D | +17.8% | +6.6% | +11.2% | +17.2% |
| 3M | +9.3% | -6.0% | +15.3% | +9.9% |
| 6M | -7.9% | +21.5% | -29.4% | -9.7% |
| YTD | -51.5% | +20.3% | -71.9% | -52.6% |
| 1Y | -53.3% | +28.1% | -81.5% | -54.6% |
| 3Y | -57.9% | +51.6% | -109.5% | -59.6% |
| 5Y | -61.3% | -0.1% | -61.2% | -62.6% |
| 10Y | +77.5% | +189.7% | -112.2% | +52.1% |
| All | +77.5% | +189.7% | -112.2% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling