-66.4%
CSGP vs WETO
-99.0%
+32.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.1% | +2.6% | -2.6% |
| 7D | -5.4% | -38.7% | +33.3% | -6.0% |
| 30D | -6.0% | -51.3% | +45.3% | -4.5% |
| 3M | -12.8% | -97.8% | +85.0% | -11.1% |
| 6M | -38.9% | -94.8% | +55.9% | -37.5% |
| YTD | -56.0% | -97.2% | +41.2% | -56.1% |
| 1Y | -66.4% | -98.9% | +32.5% | -69.0% |
| All | -66.4% | -99.0% | +32.5% | -69.0% |
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