+250.7%
CP vs WCN
+300.6%
-49.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.6% |
| 7D | +2.8% | +2.6% | +0.2% | +1.4% |
| 30D | +11.0% | +25.3% | -14.3% | -2.7% |
| 3M | +3.8% | +15.2% | -11.4% | -4.5% |
| 6M | +9.5% | +26.4% | -16.9% | -5.1% |
| YTD | +28.2% | +9.9% | +18.3% | +19.8% |
| 1Y | +33.0% | +16.2% | +16.8% | +19.9% |
| 3Y | +35.5% | +49.4% | -13.9% | +0.6% |
| 5Y | +25.8% | +46.2% | -20.4% | -6.4% |
| 10Y | +250.7% | +305.7% | -55.0% | +40.0% |
| All | +250.7% | +300.6% | -49.9% | +40.0% |
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 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