+1.5%
CMI vs WCN
-4.1%
+5.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.7% |
| 7D | +0.7% | -1.7% | +2.4% | 0.0% |
| 30D | -12.3% | -3.0% | -9.3% | -13.4% |
| 3M | -16.8% | +2.5% | -19.3% | -16.4% |
| 6M | +1.5% | -5.7% | +7.2% | -0.4% |
| All | +1.5% | -4.1% | +5.6% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling