+544.2%
WMT vs CSGP
+65.8%
+478.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.1% |
| 7D | +2.0% | +1.3% | +0.7% | +1.9% |
| 30D | +10.3% | +2.8% | +7.4% | +9.6% |
| 3M | +11.0% | -6.3% | +17.3% | +11.5% |
| 6M | -2.3% | -3.2% | +0.8% | -2.5% |
| YTD | +15.7% | -54.0% | +69.7% | +26.2% |
| 1Y | +26.0% | -54.8% | +80.8% | +37.7% |
| 3Y | +136.5% | -60.6% | +197.1% | +160.1% |
| 5Y | +176.8% | -62.6% | +239.5% | +202.6% |
| All | +544.2% | +65.8% | +478.4% | +483.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling