-61.5%
CSGP vs WU
-40.6%
-20.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.2% | -3.6% |
| 7D | +13.9% | +13.0% | +0.9% | +9.6% |
| 30D | +16.0% | +14.3% | +1.7% | +11.3% |
| 3M | +6.1% | +0.1% | +6.0% | +5.8% |
| 6M | -8.2% | -17.7% | +9.5% | -3.7% |
| YTD | -52.3% | -17.3% | -35.0% | -50.3% |
| 1Y | -54.5% | -11.1% | -43.4% | -53.7% |
| 3Y | -58.6% | -19.8% | -38.8% | -56.8% |
| 5Y | -61.5% | -40.5% | -21.0% | -56.6% |
| All | -61.5% | -40.6% | -20.9% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling