-58.4%
CSGP vs WETO
-99.4%
+40.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -20.8% | +18.4% | -2.7% |
| 7D | -4.1% | -55.4% | +51.4% | -5.0% |
| 30D | +2.3% | -48.5% | +50.8% | +3.9% |
| 3M | -8.2% | -97.5% | +89.3% | -6.0% |
| 6M | -35.1% | -94.2% | +59.1% | -33.6% |
| YTD | -54.0% | -97.0% | +43.0% | -53.1% |
| 1Y | -65.3% | -98.9% | +33.6% | -64.7% |
| All | -58.4% | -99.4% | +40.9% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling