-62.5%
CSGP vs TW
+37.9%
-100.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.1% |
| 7D | -1.8% | +3.4% | -5.2% | -3.1% |
| 30D | +5.3% | +15.5% | -10.2% | -0.1% |
| 3M | +3.3% | +25.1% | -21.8% | -5.0% |
| 6M | -4.7% | +18.2% | -22.9% | -10.9% |
| YTD | -53.5% | +19.7% | -73.3% | -56.9% |
| 1Y | -53.7% | +18.1% | -71.9% | -56.8% |
| 3Y | -59.7% | +40.5% | -100.3% | -66.3% |
| 5Y | -62.5% | +37.1% | -99.6% | -67.5% |
| All | -62.5% | +37.9% | -100.4% | -67.5% |
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