+3,388.4%
CSGP vs WY
+222.7%
+3,165.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.4% |
| 7D | +13.9% | +9.5% | +4.4% | +10.0% |
| 30D | +16.0% | +16.3% | -0.3% | +9.7% |
| 3M | +6.1% | -15.5% | +21.6% | +13.7% |
| 6M | -8.2% | -7.1% | -1.1% | -5.8% |
| YTD | -52.3% | -6.3% | -46.1% | -51.7% |
| 1Y | -54.5% | -0.3% | -54.2% | -55.0% |
| 3Y | -58.6% | -23.5% | -35.1% | -55.0% |
| 5Y | -61.5% | -31.1% | -30.4% | -56.6% |
| 10Y | +74.7% | +9.9% | +64.8% | +50.6% |
| All | +3,388.4% | +222.7% | +3,165.8% | +1,546.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling