+580.6%
CF vs WCN
+238.4%
+342.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.7% |
| 7D | +6.0% | -0.6% | +6.6% | +6.3% |
| 30D | +14.8% | +0.4% | +14.4% | +14.5% |
| 3M | +14.1% | +7.3% | +6.7% | +9.8% |
| 6M | +28.5% | -2.5% | +31.0% | +29.2% |
| YTD | +74.9% | -5.4% | +80.3% | +78.1% |
| 1Y | +61.7% | -8.5% | +70.1% | +67.0% |
| 3Y | +80.3% | +20.8% | +59.5% | +56.3% |
| 5Y | +226.0% | +30.0% | +196.0% | +165.7% |
| All | +580.6% | +238.4% | +342.2% | +252.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling