+3,225.2%
CSGP vs WY
+213.0%
+3,012.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.0% | -1.7% | -3.5% |
| 7D | +1.3% | +3.1% | -1.8% | +0.1% |
| 30D | +10.7% | +13.0% | -2.3% | +5.9% |
| 3M | +3.3% | -16.8% | +20.1% | +11.4% |
| 6M | -10.3% | -11.2% | +0.8% | -6.3% |
| YTD | -54.6% | -9.1% | -45.5% | -53.4% |
| 1Y | -54.6% | -4.8% | -49.9% | -54.3% |
| 3Y | -60.3% | -25.3% | -35.1% | -56.5% |
| 5Y | -63.3% | -33.2% | -30.1% | -58.1% |
| 10Y | +66.5% | +6.6% | +59.9% | +45.4% |
| All | +3,225.2% | +213.0% | +3,012.2% | +1,489.1% |
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