-56.9%
CBRS vs WAT
+15.1%
-72.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.0% | +8.9% | +9.3% |
| 7D | +10.0% | +0.7% | +9.3% | +9.1% |
| 30D | -31.1% | +9.0% | -40.0% | -37.0% |
| 3M | -56.9% | +13.5% | -70.4% | -61.9% |
| All | -56.9% | +15.1% | -72.1% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 3mo: compounded portfolio wealth divided by compounded WAT 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…
3mo analysis · Full analysis span regression · Available span rolling