+481.0%
CF vs BWA
+95.2%
+385.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.2% |
| 7D | +4.8% | -2.4% | +7.2% | +5.4% |
| 30D | +9.7% | -17.7% | +27.4% | +16.6% |
| 3M | +1.2% | -27.0% | +28.2% | +11.6% |
| 6M | +7.4% | -17.3% | +24.7% | +11.8% |
| YTD | +60.5% | +12.9% | +47.7% | +43.3% |
| 1Y | +50.7% | +12.9% | +37.8% | +34.3% |
| 3Y | +64.8% | +62.1% | +2.7% | +20.6% |
| 5Y | +115.8% | +30.7% | +85.1% | +65.3% |
| 10Y | +481.0% | +89.2% | +391.9% | +226.2% |
| All | +481.0% | +95.2% | +385.8% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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