+60.4%
CF vs WAT
+73.0%
-12.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.3% | +6.2% |
| 7D | +0.4% | -5.6% | +6.0% | +0.5% |
| 30D | +2.2% | +3.8% | -1.6% | +2.0% |
| 3M | +2.1% | +13.3% | -11.2% | +1.6% |
| 6M | -6.5% | +32.2% | -38.7% | -7.6% |
| YTD | +55.6% | +19.3% | +36.3% | +56.3% |
| 1Y | +42.3% | +21.8% | +20.5% | +42.4% |
| All | +60.4% | +73.0% | -12.6% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling