+163.9%
CCJ vs WCN
+48.0%
+116.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.8% | +2.6% | -3.4% | -1.8% |
| 30D | -13.2% | +23.9% | -37.1% | -21.1% |
| 3M | -27.6% | +17.4% | -45.1% | -32.7% |
| 6M | -38.7% | +28.0% | -66.7% | -46.1% |
| YTD | -22.7% | +11.6% | -34.2% | -27.1% |
| 1Y | -17.6% | +16.9% | -34.4% | -24.8% |
| 3Y | +62.7% | +51.6% | +11.1% | +15.3% |
| All | +163.9% | +48.0% | +116.0% | +82.2% |
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 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