-59.5%
CSGP vs WETO
-99.8%
+40.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.6% |
| 7D | -6.1% | -25.4% | +19.3% | -6.3% |
| 30D | +0.3% | -35.8% | +36.1% | 0.0% |
| 3M | -1.3% | -84.6% | +83.3% | -1.0% |
| 6M | -8.9% | -98.8% | +89.9% | -8.3% |
| YTD | -55.2% | -99.3% | +44.0% | -55.0% |
| 1Y | -56.4% | -99.4% | +43.0% | -56.2% |
| All | -59.5% | -99.8% | +40.3% | -58.8% |
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