-63.2%
CSGP vs WTW
+51.8%
-115.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | +3.3% | -3.0% | +6.2% | +4.8% |
| 6M | -10.3% | +31.2% | -41.5% | -20.3% |
| YTD | -54.6% | +1.1% | -55.7% | -55.6% |
| 1Y | -54.6% | +3.4% | -58.1% | -56.3% |
| 3Y | -60.3% | +44.7% | -105.1% | -69.4% |
| All | -63.2% | +51.8% | -115.1% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling