+7,666.0%
CMI vs WCN
+6,767.3%
+898.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | -12.5% | -2.1% | -10.4% | -12.0% |
| 3M | -16.2% | +6.4% | -22.6% | -18.3% |
| 6M | +4.9% | -3.7% | +8.5% | +5.1% |
| YTD | +11.1% | -6.4% | +17.5% | +12.2% |
| 1Y | +43.4% | -7.9% | +51.3% | +45.1% |
| 3Y | +154.1% | +20.8% | +133.3% | +134.1% |
| 5Y | +169.5% | +29.0% | +140.5% | +141.2% |
| 10Y | +503.8% | +236.4% | +267.4% | +302.2% |
| All | +7,666.0% | +6,767.3% | +898.6% | +3,158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling