-60.3%
CSGP vs WAB
+157.8%
-218.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.8% | -6.5% | -5.0% |
| 7D | +1.3% | +1.4% | -0.2% | +1.0% |
| 30D | +10.7% | +0.4% | +10.3% | +10.3% |
| 3M | +3.3% | -3.8% | +7.1% | +3.9% |
| 6M | -10.3% | +5.1% | -15.4% | -12.4% |
| YTD | -54.6% | +33.3% | -87.9% | -60.5% |
| 1Y | -54.6% | +39.8% | -94.5% | -61.5% |
| 3Y | -60.3% | +161.1% | -221.4% | -80.0% |
| All | -60.3% | +157.8% | -218.1% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling