+5,294.5%
CF vs BBWI
+200.1%
+5,094.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.2% | +12.4% | +7.8% |
| 7D | +0.4% | -3.1% | +3.5% | +1.0% |
| 30D | +2.2% | +23.1% | -20.9% | -3.8% |
| 3M | +2.1% | +7.3% | -5.2% | -1.4% |
| 6M | -6.5% | +22.6% | -29.1% | -14.6% |
| YTD | +55.6% | +13.3% | +42.3% | +41.0% |
| 1Y | +42.3% | -2.6% | +44.9% | +32.6% |
| 3Y | +55.7% | -25.9% | +81.7% | +44.8% |
| 5Y | +122.4% | -66.7% | +189.1% | +150.3% |
| 10Y | +568.5% | -41.6% | +610.1% | +393.4% |
| All | +5,294.5% | +200.1% | +5,094.4% | +1,320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling