+24.5%
WMT vs CSGP
-56.4%
+80.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.7% | +3.0% | -1.4% |
| 7D | +1.6% | +1.3% | +0.4% | +1.6% |
| 30D | +16.1% | +10.7% | +5.4% | +15.7% |
| 3M | +12.3% | +3.3% | +9.0% | +12.6% |
| 6M | -3.1% | -10.3% | +7.2% | -3.9% |
| YTD | +13.4% | -54.6% | +67.9% | +8.4% |
| 1Y | +24.5% | -54.6% | +79.1% | +19.4% |
| All | +24.5% | -56.4% | +80.9% | +19.4% |
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