-10.3%
CSGP vs WTW
+25.1%
-35.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -2.5% |
| 7D | +1.3% | +1.4% | -0.1% | +0.1% |
| 30D | +10.7% | +13.1% | -2.5% | -0.1% |
| 3M | +3.3% | -3.0% | +6.2% | +5.0% |
| 6M | -10.3% | +31.2% | -41.5% | -30.6% |
| All | -10.3% | +25.1% | -35.4% | -30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling