+653.2%
CSGP vs WU
-19.6%
+672.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.1% |
| 7D | -4.1% | -0.8% | -3.2% | -3.8% |
| 30D | +2.3% | -1.1% | +3.4% | +2.7% |
| 3M | -8.2% | -3.9% | -4.3% | -7.9% |
| 6M | -35.1% | -20.7% | -14.4% | -30.2% |
| YTD | -54.0% | -18.4% | -35.7% | -51.3% |
| 1Y | -65.3% | -8.1% | -57.2% | -65.1% |
| 3Y | -62.6% | -24.2% | -38.4% | -60.2% |
| 5Y | -64.8% | -50.4% | -14.4% | -57.0% |
| 10Y | +45.1% | -40.0% | +85.1% | +57.4% |
| All | +653.2% | -19.6% | +672.8% | +559.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling