+27.4%
WMT vs CSGP
-53.2%
+80.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.6% | +3.2% |
| 7D | +8.8% | +18.3% | -9.5% | +7.8% |
| 30D | +22.9% | +17.8% | +5.1% | +22.1% |
| 3M | +16.1% | +9.3% | +6.8% | +15.9% |
| 6M | -0.5% | -7.9% | +7.5% | -2.0% |
| YTD | +16.7% | -51.5% | +68.2% | +11.0% |
| 1Y | +27.4% | -53.3% | +80.7% | +21.3% |
| All | +27.4% | -53.2% | +80.6% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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