+471.5%
CF vs BBWI
-47.4%
+518.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.1% |
| 7D | +4.8% | +0.1% | +4.6% | +4.7% |
| 30D | +4.7% | +12.9% | -8.2% | +2.2% |
| 3M | +7.4% | +16.0% | -8.6% | +3.7% |
| 6M | +0.6% | +16.6% | -16.0% | -4.2% |
| YTD | +64.1% | +9.7% | +54.4% | +54.8% |
| 1Y | +51.4% | +1.5% | +49.9% | +43.6% |
| 3Y | +67.8% | -21.4% | +89.2% | +58.2% |
| 5Y | +114.1% | -67.6% | +181.7% | +139.7% |
| All | +471.5% | -47.4% | +518.9% | +303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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