+322.0%
CMG vs WCN
+235.9%
+86.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.1% | -3.1% | +1.1% | -0.5% |
| 30D | +10.9% | -3.4% | +14.3% | +12.8% |
| 3M | +15.8% | +3.0% | +12.9% | +13.6% |
| 6M | +6.9% | -3.8% | +10.7% | +8.0% |
| YTD | -2.2% | -8.3% | +6.2% | +1.1% |
| 1Y | -7.1% | -9.7% | +2.7% | -3.5% |
| 3Y | -7.1% | +17.2% | -24.3% | -17.8% |
| 5Y | -4.8% | +25.3% | -30.1% | -19.9% |
| All | +322.0% | +235.9% | +86.1% | +159.1% |
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