+55.6%
CSGP vs WTW
+212.3%
-156.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | +0.2% |
| 7D | -6.1% | -2.3% | -3.8% | -5.1% |
| 30D | +0.3% | +10.7% | -10.3% | -3.9% |
| 3M | -1.3% | -3.1% | +1.7% | +0.2% |
| 6M | -8.9% | +31.7% | -40.6% | -19.0% |
| YTD | -55.2% | +1.1% | -56.3% | -56.1% |
| 1Y | -56.4% | +4.1% | -60.5% | -57.9% |
| 3Y | -62.2% | +42.1% | -104.3% | -69.0% |
| 5Y | -63.7% | +52.2% | -115.9% | -71.5% |
| All | +55.6% | +212.3% | -156.7% | -12.6% |
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