-53.3%
CSGP vs SW
+29.5%
-82.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +3.5% |
| 7D | +18.3% | +12.1% | +6.3% | +16.6% |
| 30D | +17.8% | +6.6% | +11.2% | +16.8% |
| 3M | +9.3% | -6.0% | +15.3% | +9.1% |
| 6M | -7.9% | +21.5% | -29.4% | -7.7% |
| YTD | -51.5% | +20.3% | -71.9% | -52.5% |
| 1Y | -53.3% | +28.1% | -81.5% | -54.6% |
| All | -53.3% | +29.5% | -82.8% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling