-62.8%
CSGP vs WAT
+46.1%
-108.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -4.1% | -1.3% | -2.8% | -3.7% |
| 30D | +2.3% | +2.3% | 0.0% | +1.7% |
| 3M | -8.2% | +8.7% | -16.9% | -10.5% |
| 6M | -35.1% | +28.3% | -63.4% | -40.1% |
| YTD | -54.0% | +7.8% | -61.8% | -55.5% |
| 1Y | -65.3% | +36.6% | -101.9% | -69.0% |
| All | -62.8% | +46.1% | -108.9% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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