-63.1%
CSGP vs TW
+41.2%
-104.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.5% |
| 7D | +1.3% | +3.9% | -2.6% | -0.1% |
| 30D | +2.8% | +19.9% | -17.1% | -3.9% |
| 3M | -6.3% | +25.9% | -32.3% | -14.1% |
| 6M | -3.2% | +21.1% | -24.3% | -10.3% |
| YTD | -54.0% | +23.9% | -77.9% | -57.8% |
| 1Y | -54.8% | +21.2% | -76.1% | -58.3% |
| 3Y | -60.6% | +44.8% | -105.4% | -67.3% |
| All | -63.1% | +41.2% | -104.3% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling