-36.0%
CSGP vs TW
+286.2%
-322.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | +1.3% | +4.2% | -3.0% | -0.2% |
| 30D | +10.7% | +18.9% | -8.2% | +4.2% |
| 3M | +3.3% | +23.8% | -20.5% | -4.3% |
| 6M | -10.3% | +17.0% | -27.4% | -15.6% |
| YTD | -54.6% | +19.2% | -73.8% | -57.6% |
| 1Y | -54.6% | +20.1% | -74.7% | -57.8% |
| 3Y | -60.3% | +40.5% | -100.8% | -66.0% |
| 5Y | -63.3% | +38.0% | -101.4% | -69.1% |
| All | -36.0% | +286.2% | -322.2% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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