-64.8%
CSGP vs SW
-2.3%
-62.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | -4.1% | -5.1% | +1.0% | -3.5% |
| 30D | +2.3% | -4.6% | +6.9% | +2.9% |
| 3M | -8.2% | +9.4% | -17.6% | -9.2% |
| 6M | -35.1% | +3.5% | -38.6% | -35.5% |
| YTD | -54.0% | +22.0% | -76.1% | -55.4% |
| 1Y | -65.3% | +2.2% | -67.5% | -65.7% |
| 3Y | -62.6% | +19.6% | -82.2% | -63.9% |
| All | -64.8% | -2.3% | -62.4% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling