+192.6%
CFG vs WAT
+86.6%
+106.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.2% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | +3.1% | +9.0% | -5.8% | +0.4% |
| 3M | -9.7% | +13.5% | -23.2% | -13.3% |
| 6M | +6.7% | +35.3% | -28.6% | -3.3% |
| YTD | +15.2% | +24.0% | -8.8% | +6.5% |
| 1Y | +28.8% | +22.0% | +6.8% | +19.8% |
| All | +192.6% | +86.6% | +106.1% | +130.7% |
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