+62.0%
CFG vs WAT
+32.4%
+29.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -0.9% | -1.1% | +0.2% | -0.5% |
| 30D | +1.1% | +5.0% | -3.9% | -0.8% |
| 3M | -12.0% | +14.5% | -26.5% | -16.6% |
| 6M | -2.2% | +30.9% | -33.1% | -12.2% |
| YTD | +11.4% | +20.5% | -9.1% | +2.2% |
| 1Y | +27.8% | +23.3% | +4.6% | +16.2% |
| 3Y | +173.3% | +81.5% | +91.8% | +99.7% |
| All | +62.0% | +32.4% | +29.6% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling