+55.6%
CSGP vs WCN
+322.0%
-266.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.2% |
| 7D | -6.1% | +1.2% | -7.3% | -6.8% |
| 30D | +0.3% | +26.4% | -26.1% | -13.9% |
| 3M | -1.3% | +17.5% | -18.8% | -11.1% |
| 6M | -8.9% | +28.7% | -37.7% | -22.8% |
| YTD | -55.2% | +11.5% | -66.8% | -58.4% |
| 1Y | -56.4% | +15.9% | -72.3% | -60.6% |
| 3Y | -62.2% | +51.6% | -113.8% | -72.2% |
| 5Y | -63.7% | +47.9% | -111.6% | -73.3% |
| All | +55.6% | +322.0% | -266.4% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling