+3,264.4%
CSGP vs WY
+243.4%
+3,020.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.8% |
| 7D | -4.1% | -1.7% | -2.3% | -3.4% |
| 30D | +2.3% | -10.1% | +12.4% | +6.7% |
| 3M | -8.2% | -5.1% | -3.0% | -6.5% |
| 6M | -35.1% | -4.8% | -30.3% | -34.3% |
| YTD | -54.0% | -0.2% | -53.8% | -54.6% |
| 1Y | -65.3% | -6.6% | -58.7% | -64.9% |
| 3Y | -62.6% | -22.7% | -39.8% | -59.6% |
| 5Y | -64.8% | -22.2% | -42.6% | -62.4% |
| 10Y | +45.1% | +7.3% | +37.8% | +25.9% |
| All | +3,264.4% | +243.4% | +3,020.9% | +1,445.9% |
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