-61.9%
CSGP vs WEC
+62.9%
-124.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -3.2% | +1.4% | -4.6% | -3.6% |
| 30D | +2.2% | +12.8% | -10.6% | -1.2% |
| 3M | -3.7% | +11.2% | -14.9% | -6.7% |
| 6M | -7.4% | +6.6% | -14.1% | -9.1% |
| YTD | -54.9% | +13.8% | -68.7% | -56.9% |
| 1Y | -54.9% | +7.6% | -62.5% | -56.0% |
| 3Y | -61.9% | +62.2% | -124.1% | -69.9% |
| All | -61.9% | +62.9% | -124.8% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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