-62.8%
CSGP vs WCN
+20.7%
-83.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.8% |
| 7D | -4.1% | -0.6% | -3.4% | -3.7% |
| 30D | +2.3% | +0.4% | +1.9% | +2.1% |
| 3M | -8.2% | +7.3% | -15.5% | -11.1% |
| 6M | -35.1% | -2.5% | -32.6% | -34.2% |
| YTD | -54.0% | -5.4% | -48.7% | -52.7% |
| 1Y | -65.3% | -8.5% | -56.9% | -63.8% |
| All | -62.8% | +20.7% | -83.5% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling