-59.2%
CSGP vs WETO
-99.9%
+40.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -23.5% | +20.6% | -3.2% |
| 7D | -3.2% | -23.1% | +19.9% | -3.4% |
| 30D | +2.2% | -43.4% | +45.6% | +1.7% |
| 3M | -3.7% | -87.9% | +84.2% | -3.6% |
| 6M | -7.4% | -98.7% | +91.3% | -6.8% |
| YTD | -54.9% | -99.3% | +44.4% | -54.7% |
| 1Y | -54.9% | -99.4% | +44.6% | -54.7% |
| All | -59.2% | -99.9% | +40.6% | -58.5% |
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