-59.2%
CSGP vs WETO
-99.4%
+40.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.8% |
| 7D | -5.1% | -57.2% | +52.1% | -6.1% |
| 30D | +0.3% | -48.8% | +49.1% | +1.9% |
| 3M | -9.1% | -97.7% | +88.5% | -6.9% |
| 6M | -37.3% | -94.3% | +57.0% | -35.9% |
| YTD | -54.9% | -97.0% | +42.2% | -54.0% |
| 1Y | -65.5% | -98.9% | +33.4% | -64.9% |
| All | -59.2% | -99.4% | +40.2% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling