+109.5%
CF vs BBWI
-67.1%
+176.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | -0.9% | -6.2% | +5.3% | -0.6% |
| 30D | +6.9% | +25.5% | -18.6% | +5.7% |
| 3M | +4.8% | +8.0% | -3.1% | +4.2% |
| 6M | +4.7% | +12.7% | -8.0% | +3.4% |
| YTD | +56.5% | +11.6% | +44.8% | +53.4% |
| 1Y | +48.4% | -0.9% | +49.3% | +46.8% |
| 3Y | +59.1% | -22.7% | +81.8% | +55.7% |
| 5Y | +109.5% | -67.2% | +176.7% | +155.2% |
| All | +109.5% | -67.1% | +176.6% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling