+237.0%
CFG vs WCN
+302.6%
-65.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +0.3% | +1.2% | -0.9% | -0.4% |
| 30D | +3.2% | +24.6% | -21.4% | -9.1% |
| 3M | -9.7% | +14.2% | -23.9% | -16.6% |
| 6M | +3.6% | +25.7% | -22.0% | -9.9% |
| YTD | +14.7% | +9.3% | +5.4% | +7.2% |
| 1Y | +29.6% | +15.3% | +14.2% | +17.0% |
| 3Y | +190.6% | +48.6% | +142.0% | +113.5% |
| 5Y | +67.1% | +46.9% | +20.2% | +20.3% |
| 10Y | +237.0% | +298.1% | -61.1% | +46.2% |
| All | +237.0% | +302.6% | -65.6% | +46.2% |
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 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