+774.9%
CLS vs WCN
+48.0%
+726.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.5% | +7.4% | +8.1% |
| 7D | -10.6% | +1.2% | -11.7% | -10.0% |
| 30D | -38.4% | +24.6% | -63.0% | -33.8% |
| 3M | -29.9% | +14.2% | -44.1% | -25.8% |
| 6M | -40.6% | +25.7% | -66.3% | -37.0% |
| YTD | -24.6% | +9.3% | -33.9% | -18.1% |
| 1Y | -30.8% | +15.3% | -46.1% | -25.8% |
| All | +774.9% | +48.0% | +726.9% | +645.7% |
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