-54.8%
CSGP vs WCN
+16.4%
-71.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | +1.3% | +2.6% | -1.2% | -0.5% |
| 30D | +2.8% | +23.9% | -21.1% | -10.3% |
| 3M | -6.3% | +17.4% | -23.7% | -15.6% |
| 6M | -3.2% | +28.0% | -31.2% | -16.3% |
| YTD | -54.0% | +11.6% | -65.5% | -57.3% |
| 1Y | -54.8% | +16.9% | -71.7% | -58.2% |
| All | -54.8% | +16.4% | -71.2% | -58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling