-35.3%
CSGP vs TW
+221.1%
-256.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | -4.1% | -2.3% | -1.7% | -3.3% |
| 30D | +2.3% | +3.9% | -1.6% | +0.8% |
| 3M | -8.2% | +5.7% | -13.9% | -10.4% |
| 6M | -35.1% | -14.5% | -20.5% | -31.9% |
| YTD | -54.0% | -0.9% | -53.2% | -54.2% |
| 1Y | -65.3% | -13.5% | -51.8% | -63.8% |
| 3Y | -62.6% | +25.0% | -87.5% | -66.6% |
| 5Y | -64.8% | +22.7% | -87.5% | -69.1% |
| All | -35.3% | +221.1% | -256.4% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling