-55.8%
CSGP vs WETO
-99.4%
+43.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.0% | -8.2% | -0.1% |
| 7D | -7.1% | -25.4% | +18.3% | -7.3% |
| 30D | +3.6% | -36.5% | +40.1% | +3.2% |
| 3M | -2.7% | -85.6% | +82.9% | -2.6% |
| 6M | -8.0% | -98.7% | +90.7% | -7.8% |
| YTD | -55.0% | -99.2% | +44.3% | -53.5% |
| 1Y | -55.8% | -99.4% | +43.6% | -53.7% |
| All | -55.8% | -99.4% | +43.6% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling