+55.3%
CSGP vs WING
+667.7%
-612.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +13.9% | +14.0% | -0.1% | +11.0% |
| 30D | +16.0% | +47.7% | -31.7% | +6.5% |
| 3M | +6.1% | +34.2% | -28.1% | -1.3% |
| 6M | -8.2% | +13.6% | -21.7% | -12.4% |
| YTD | -52.3% | -30.0% | -22.3% | -50.3% |
| 1Y | -54.5% | -33.9% | -20.6% | -52.1% |
| 3Y | -58.6% | -18.7% | -39.9% | -61.7% |
| 5Y | -61.5% | +5.5% | -67.0% | -68.6% |
| 10Y | +74.7% | +696.2% | -621.5% | -10.3% |
| All | +55.3% | +667.7% | -612.4% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling