-43.5%
CAG vs WCN
+24.9%
-68.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -5.7% | -3.1% | -2.6% | -4.9% |
| 30D | -2.4% | -3.4% | +1.0% | -1.5% |
| 3M | +9.8% | +3.0% | +6.8% | +9.0% |
| 6M | -10.8% | -3.8% | -7.1% | -10.0% |
| YTD | -10.8% | -8.3% | -2.5% | -8.9% |
| 1Y | -19.0% | -9.7% | -9.2% | -17.0% |
| 3Y | -39.7% | +17.2% | -56.8% | -43.1% |
| All | -43.5% | +24.9% | -68.4% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling