+67.3%
CSGP vs WU
-36.4%
+103.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.5% | +2.4% |
| 7D | -1.8% | +9.1% | -10.9% | -4.8% |
| 30D | +5.3% | +12.1% | -6.8% | +1.1% |
| 3M | +3.3% | +0.3% | +3.0% | +3.1% |
| 6M | -4.7% | -19.1% | +14.5% | +1.4% |
| YTD | -53.5% | -19.2% | -34.3% | -50.8% |
| 1Y | -53.7% | -15.3% | -38.5% | -51.9% |
| 3Y | -59.7% | -21.3% | -38.4% | -57.7% |
| 5Y | -62.5% | -41.7% | -20.8% | -57.0% |
| 10Y | +67.3% | -36.0% | +103.2% | +63.8% |
| All | +67.3% | -36.4% | +103.7% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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