+65.1%
CSGP vs WY
0.0%
+65.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -1.9% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | +2.2% | +8.0% | -5.8% | -0.5% |
| 3M | -3.7% | -17.7% | +14.0% | +4.4% |
| 6M | -7.4% | -10.8% | +3.3% | -3.4% |
| YTD | -54.9% | -10.6% | -44.3% | -53.4% |
| 1Y | -54.9% | -5.7% | -49.2% | -54.5% |
| 3Y | -61.9% | -24.8% | -37.1% | -58.3% |
| 5Y | -63.1% | -31.7% | -31.4% | -58.0% |
| 10Y | +65.1% | +2.9% | +62.2% | +49.1% |
| All | +65.1% | 0.0% | +65.1% | +49.1% |
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