-56.4%
CSGP vs TW
+19.3%
-75.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -6.1% | +3.2% | -9.3% | -7.4% |
| 30D | +0.3% | +19.7% | -19.4% | -7.0% |
| 3M | -1.3% | +26.8% | -28.2% | -10.7% |
| 6M | -8.9% | +20.9% | -29.8% | -15.9% |
| YTD | -55.2% | +22.9% | -78.1% | -58.4% |
| 1Y | -56.4% | +20.4% | -76.7% | -58.8% |
| All | -56.4% | +19.3% | -75.7% | -58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling