+94.9%
CNC vs WAT
+38.4%
+56.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | -1.0% | -1.9% | +0.9% | -0.8% |
| 3M | +4.5% | +13.5% | -9.0% | +3.0% |
| 6M | +85.2% | +37.2% | +48.0% | +75.6% |
| YTD | +61.4% | +7.5% | +53.9% | +61.5% |
| 1Y | +94.9% | +35.0% | +59.9% | +92.3% |
| All | +94.9% | +38.4% | +56.5% | +92.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling