+481.0%
CF vs BBWI
-44.4%
+525.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +4.8% | -4.2% | +9.0% | +5.3% |
| 30D | +9.7% | +24.9% | -15.2% | +5.2% |
| 3M | +1.2% | +13.2% | -12.0% | -1.8% |
| 6M | +7.4% | +12.1% | -4.7% | +3.0% |
| YTD | +60.5% | +11.1% | +49.5% | +51.1% |
| 1Y | +50.7% | +0.7% | +50.0% | +43.3% |
| 3Y | +64.8% | -23.8% | +88.6% | +56.6% |
| 5Y | +115.8% | -66.9% | +182.7% | +140.6% |
| 10Y | +481.0% | -45.3% | +526.4% | +326.7% |
| All | +481.0% | -44.4% | +525.4% | +326.7% |
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