+60.0%
CSGP vs WY
+5.0%
+55.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.1% | +2.2% |
| 7D | +1.3% | -0.8% | +2.2% | +1.7% |
| 30D | +2.8% | +10.1% | -7.3% | -0.7% |
| 3M | -6.3% | -15.4% | +9.1% | +0.4% |
| 6M | -3.2% | -8.3% | +5.1% | -0.1% |
| YTD | -54.0% | -9.8% | -44.1% | -52.6% |
| 1Y | -54.8% | -3.9% | -50.9% | -54.8% |
| 3Y | -60.6% | -23.3% | -37.3% | -57.1% |
| 5Y | -62.6% | -31.2% | -31.4% | -57.6% |
| All | +60.0% | +5.0% | +55.0% | +48.6% |
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