+65.2%
CSGP vs WTW
+217.2%
-152.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -3.6% |
| 7D | +1.3% | +1.4% | -0.1% | +0.7% |
| 30D | +10.7% | +13.1% | -2.5% | +5.1% |
| 3M | +3.3% | -3.0% | +6.2% | +4.9% |
| 6M | -10.3% | +31.2% | -41.5% | -20.0% |
| YTD | -54.6% | +1.1% | -55.7% | -55.5% |
| 1Y | -54.6% | +3.4% | -58.1% | -56.0% |
| 3Y | -60.3% | +44.7% | -105.1% | -67.7% |
| 5Y | -63.3% | +52.0% | -115.3% | -71.1% |
| All | +65.2% | +217.2% | -152.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling