-61.5%
CSGP vs WING
+7.0%
-68.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +13.9% | +14.0% | -0.1% | +11.3% |
| 30D | +16.0% | +47.7% | -31.7% | +7.6% |
| 3M | +6.1% | +34.2% | -28.1% | -0.4% |
| 6M | -8.2% | +13.6% | -21.7% | -11.8% |
| YTD | -52.3% | -30.0% | -22.3% | -50.2% |
| 1Y | -54.5% | -33.9% | -20.6% | -52.0% |
| 3Y | -58.6% | -18.7% | -39.9% | -63.1% |
| 5Y | -61.5% | +5.5% | -67.0% | -71.2% |
| All | -61.5% | +7.0% | -68.5% | -71.2% |
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