+112.0%
CF vs BBWI
-67.9%
+179.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.8% |
| 7D | -3.2% | -6.2% | +3.0% | -3.0% |
| 30D | +4.3% | +19.9% | -15.6% | +3.3% |
| 3M | +2.8% | +7.1% | -4.3% | +2.2% |
| 6M | +0.6% | +13.7% | -13.0% | -0.7% |
| YTD | +56.6% | +9.6% | +47.0% | +53.6% |
| 1Y | +49.6% | -1.6% | +51.3% | +47.9% |
| 3Y | +61.5% | -25.9% | +87.4% | +58.7% |
| All | +112.0% | -67.9% | +179.9% | +157.9% |
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