-64.8%
CSGP vs WING
-34.0%
-30.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.2% |
| 7D | -4.1% | -3.9% | -0.2% | -3.4% |
| 30D | +2.3% | -11.6% | +13.9% | +4.5% |
| 3M | -8.2% | -24.2% | +16.0% | -3.9% |
| 6M | -35.1% | -54.1% | +19.0% | -25.6% |
| YTD | -54.0% | -53.9% | -0.1% | -47.8% |
| 1Y | -65.3% | -64.4% | -1.0% | -58.7% |
| 3Y | -62.6% | -30.2% | -32.4% | -66.7% |
| All | -64.8% | -34.0% | -30.8% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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