-56.4%
CSGP vs WTW
+3.8%
-60.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | +0.1% |
| 7D | -6.1% | -2.3% | -3.8% | -5.1% |
| 30D | +0.3% | +10.7% | -10.3% | -3.2% |
| 3M | -1.3% | -3.1% | +1.7% | -1.0% |
| 6M | -8.9% | +31.7% | -40.6% | -14.5% |
| YTD | -55.2% | +1.1% | -56.3% | -56.8% |
| 1Y | -56.4% | +4.1% | -60.5% | -58.0% |
| All | -56.4% | +3.8% | -60.2% | -58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling