+67.3%
CSGP vs WY
+6.7%
+60.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +2.0% |
| 7D | -1.8% | -0.8% | -1.1% | -1.5% |
| 30D | +5.3% | +10.6% | -5.3% | +1.5% |
| 3M | +3.3% | -16.6% | +19.9% | +11.3% |
| 6M | -4.7% | -8.6% | +3.9% | -1.5% |
| YTD | -53.5% | -8.4% | -45.1% | -52.5% |
| 1Y | -53.7% | -5.1% | -48.6% | -53.4% |
| 3Y | -59.7% | -21.9% | -37.8% | -56.5% |
| 5Y | -62.5% | -31.3% | -31.2% | -57.5% |
| 10Y | +67.3% | +3.6% | +63.7% | +49.9% |
| All | +67.3% | +6.7% | +60.6% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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