+3,079.1%
CRS vs WCN
+6,767.3%
-3,688.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.2% |
| 7D | -3.1% | -0.4% | -2.6% | -2.9% |
| 30D | -19.6% | -2.1% | -17.5% | -19.0% |
| 3M | -8.1% | +6.4% | -14.5% | -10.6% |
| 6M | +18.6% | -3.7% | +22.2% | +18.8% |
| YTD | +45.9% | -6.4% | +52.2% | +47.3% |
| 1Y | +82.5% | -7.9% | +90.4% | +85.0% |
| 3Y | +648.9% | +20.8% | +628.1% | +583.1% |
| 5Y | +1,438.1% | +29.0% | +1,409.2% | +1,264.6% |
| 10Y | +1,327.0% | +236.4% | +1,090.6% | +834.3% |
| All | +3,079.1% | +6,767.3% | -3,688.2% | +1,161.7% |
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