+577.4%
CF vs BBWI
-54.8%
+632.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.1% | -3.7% |
| 7D | +6.0% | +1.5% | +4.5% | +5.7% |
| 30D | +14.8% | -5.2% | +20.0% | +15.5% |
| 3M | +14.1% | +11.1% | +2.9% | +10.7% |
| 6M | +28.5% | -13.4% | +41.9% | +28.5% |
| YTD | +74.9% | +0.1% | +74.8% | +68.8% |
| 1Y | +61.7% | -36.1% | +97.8% | +69.3% |
| 3Y | +80.3% | -44.1% | +124.4% | +84.1% |
| 5Y | +226.0% | -66.2% | +292.2% | +259.8% |
| All | +577.4% | -54.8% | +632.2% | +387.6% |
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