+23.7%
WMT vs CSGP
-53.7%
+77.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | 0.0% |
| 7D | -1.6% | -1.8% | +0.2% | -1.5% |
| 30D | +12.9% | +5.3% | +7.6% | +12.6% |
| 3M | +12.6% | +3.3% | +9.3% | +12.7% |
| 6M | -3.4% | -4.7% | +1.2% | -4.0% |
| YTD | +13.5% | -53.5% | +67.0% | +8.3% |
| All | +23.7% | -53.7% | +77.5% | +18.3% |
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