+73.0%
CF vs WCN
+20.7%
+52.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -3.0% |
| 7D | +6.0% | -0.6% | +6.6% | +6.1% |
| 30D | +14.8% | +0.4% | +14.4% | +14.7% |
| 3M | +14.1% | +7.3% | +6.7% | +12.2% |
| 6M | +28.5% | -2.5% | +31.0% | +28.9% |
| YTD | +74.9% | -5.4% | +80.3% | +76.3% |
| 1Y | +61.7% | -8.5% | +70.1% | +63.9% |
| All | +73.0% | +20.7% | +52.3% | +66.5% |
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