+604.8%
CRS vs WCN
+18.4%
+586.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -6.8% | -3.1% | -3.7% | -6.4% |
| 30D | -16.1% | -3.4% | -12.7% | -15.8% |
| 3M | -21.2% | +3.0% | -24.1% | -21.8% |
| 6M | +8.7% | -3.8% | +12.4% | +9.2% |
| YTD | +41.0% | -8.3% | +49.3% | +43.2% |
| 1Y | +82.7% | -9.7% | +92.4% | +86.2% |
| 3Y | +604.8% | +17.2% | +587.6% | +589.6% |
| All | +604.8% | +18.4% | +586.4% | +589.6% |
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