-59.7%
CSGP vs WY
-23.3%
-36.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +1.9% |
| 7D | -1.8% | -0.8% | -1.1% | -1.5% |
| 30D | +5.3% | +10.6% | -5.3% | +1.3% |
| 3M | +3.3% | -16.6% | +19.9% | +10.1% |
| 6M | -4.7% | -8.6% | +3.9% | -2.1% |
| YTD | -53.5% | -8.4% | -45.1% | -53.0% |
| 1Y | -53.7% | -5.1% | -48.6% | -54.1% |
| 3Y | -59.7% | -21.9% | -37.8% | -57.2% |
| All | -59.7% | -23.3% | -36.4% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling