-60.6%
CSGP vs WPM
+214.5%
-275.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +2.9% |
| 7D | +1.3% | -3.6% | +4.9% | +1.5% |
| 30D | +2.8% | +1.4% | +1.4% | +2.7% |
| 3M | -6.3% | -0.2% | -6.1% | -6.4% |
| 6M | -3.2% | -7.3% | +4.2% | -2.6% |
| YTD | -54.0% | +12.3% | -66.3% | -54.9% |
| 1Y | -54.8% | +24.9% | -79.7% | -56.4% |
| 3Y | -60.6% | +210.4% | -270.9% | -68.7% |
| All | -60.6% | +214.5% | -275.1% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 3y: compounded portfolio wealth divided by compounded WPM 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…
3y analysis · Full analysis span regression · 6 months rolling