+65.2%
CSGP vs WU
-36.0%
+101.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.7% | -4.0% |
| 7D | +1.3% | +11.7% | -10.4% | -2.6% |
| 30D | +10.7% | +12.6% | -1.9% | +6.2% |
| 3M | +3.3% | -0.5% | +3.8% | +3.3% |
| 6M | -10.3% | -18.2% | +7.9% | -5.0% |
| YTD | -54.6% | -19.0% | -35.6% | -51.9% |
| 1Y | -54.6% | -16.7% | -38.0% | -52.5% |
| 3Y | -60.3% | -21.0% | -39.3% | -58.4% |
| 5Y | -63.3% | -41.7% | -21.6% | -58.0% |
| All | +65.2% | -36.0% | +101.2% | +67.0% |
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