-60.3%
CSGP vs WCN
+45.2%
-105.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -3.8% |
| 7D | +1.3% | +2.9% | -1.7% | -0.4% |
| 30D | +10.7% | +22.1% | -11.4% | -0.9% |
| 3M | +3.3% | +13.2% | -9.9% | -3.6% |
| 6M | -10.3% | +23.7% | -34.0% | -20.0% |
| YTD | -54.6% | +8.7% | -63.3% | -56.7% |
| 1Y | -54.6% | +15.3% | -70.0% | -58.1% |
| 3Y | -60.3% | +46.0% | -106.3% | -68.8% |
| All | -60.3% | +45.2% | -105.5% | -68.8% |
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