+102.5%
CFG vs WAT
-3.2%
+105.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +1.5% | -1.3% | +2.8% | +2.0% |
| 30D | -3.8% | +2.3% | -6.2% | -4.7% |
| 3M | +11.5% | +8.7% | +2.7% | +7.9% |
| 6M | +19.2% | +28.3% | -9.1% | +7.4% |
| YTD | +23.7% | +7.8% | +15.9% | +18.6% |
| 1Y | +38.8% | +36.6% | +2.2% | +20.7% |
| 3Y | +178.9% | +45.7% | +133.2% | +125.8% |
| All | +102.5% | -3.2% | +105.8% | +68.0% |
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