+168.5%
WMT vs CSGP
-63.4%
+232.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.7% | +3.0% | -1.2% |
| 7D | +1.6% | +1.3% | +0.4% | +1.5% |
| 30D | +16.1% | +10.7% | +5.4% | +14.7% |
| 3M | +12.3% | +3.3% | +9.0% | +11.7% |
| 6M | -3.1% | -10.3% | +7.2% | -2.6% |
| YTD | +13.4% | -54.6% | +67.9% | +21.3% |
| 1Y | +24.5% | -54.6% | +79.1% | +33.2% |
| 3Y | +135.7% | -60.3% | +196.0% | +152.9% |
| All | +168.5% | -63.4% | +232.0% | +176.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling