-54.8%
CSGP vs WY
-3.6%
-51.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.5% |
| 3M | -6.3% | -15.4% | +9.1% | -6.1% |
| 6M | -3.2% | -8.3% | +5.1% | -2.9% |
| YTD | -54.0% | -9.8% | -44.1% | -54.9% |
| 1Y | -54.8% | -3.9% | -50.9% | -56.4% |
| All | -54.8% | -3.6% | -51.2% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling