+103.2%
CB vs GWW
+217.3%
-114.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.6% |
| 7D | +0.2% | +6.0% | -5.8% | -1.3% |
| 30D | +9.1% | +14.0% | -5.0% | +5.4% |
| 3M | +3.4% | +12.5% | -9.1% | +0.2% |
| 6M | +14.1% | +23.6% | -9.5% | +7.4% |
| YTD | +18.0% | +43.6% | -25.6% | +6.2% |
| 1Y | +30.1% | +52.5% | -22.3% | +15.0% |
| 3Y | +71.8% | +92.6% | -20.8% | +39.0% |
| All | +103.2% | +217.3% | -114.1% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling