+223.5%
CB vs GWW
+553.5%
-330.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -0.5% | -0.5% | -0.1% | -0.4% |
| 30D | -3.1% | -1.4% | -1.6% | -2.6% |
| 3M | +4.2% | -3.6% | +7.8% | +5.1% |
| 6M | +4.7% | +15.1% | -10.4% | -0.6% |
| YTD | +8.8% | +27.5% | -18.7% | -0.5% |
| 1Y | +22.6% | +29.6% | -7.0% | +11.3% |
| 3Y | +70.6% | +90.1% | -19.4% | +33.0% |
| 5Y | +99.4% | +222.6% | -123.2% | +25.2% |
| 10Y | +223.5% | +566.5% | -343.1% | +64.4% |
| All | +223.5% | +553.5% | -330.0% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling