-58.4%
CSGP vs WAB
+153.1%
-211.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.5% |
| 7D | +13.9% | -2.5% | +16.4% | +14.4% |
| 30D | +16.0% | -4.4% | +20.4% | +16.8% |
| 3M | +6.1% | -5.9% | +12.0% | +7.2% |
| 6M | -8.2% | +5.9% | -14.1% | -10.9% |
| YTD | -52.3% | +30.9% | -83.3% | -58.4% |
| 1Y | -54.5% | +35.8% | -90.3% | -61.1% |
| All | -58.4% | +153.1% | -211.5% | -79.0% |
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