-65.0%
CBRS vs WAT
+37.4%
-102.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.4% | +11.6% | +11.5% |
| 7D | +21.2% | +0.6% | +20.7% | +20.8% |
| 30D | -23.2% | +5.4% | -28.6% | -23.9% |
| 3M | -52.9% | +11.3% | -64.2% | -53.7% |
| All | -65.0% | +37.4% | -102.4% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling