+316.4%
CFG vs WAT
+354.3%
-37.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | -0.9% | -1.1% | +0.2% | -0.4% |
| 30D | +1.1% | +5.0% | -3.9% | -1.4% |
| 3M | -12.0% | +14.5% | -26.5% | -17.9% |
| 6M | -2.2% | +30.9% | -33.1% | -15.1% |
| YTD | +11.4% | +20.5% | -9.1% | -0.8% |
| 1Y | +27.8% | +23.3% | +4.6% | +12.4% |
| 3Y | +173.3% | +81.5% | +91.8% | +82.9% |
| 5Y | +62.4% | +33.4% | +29.0% | +25.3% |
| 10Y | +249.6% | +231.5% | +18.1% | +52.8% |
| All | +316.4% | +354.3% | -37.9% | +56.6% |
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 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