+568.0%
CF vs BWA
+84.4%
+483.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.2% |
| 7D | -3.2% | -5.5% | +2.3% | -1.5% |
| 30D | +4.3% | -21.7% | +26.1% | +12.8% |
| 3M | +2.8% | -25.6% | +28.4% | +12.5% |
| 6M | +0.6% | -17.4% | +18.0% | +4.6% |
| YTD | +56.6% | +9.2% | +47.4% | +41.6% |
| 1Y | +49.6% | +9.7% | +39.9% | +34.8% |
| 3Y | +61.5% | +54.6% | +6.9% | +20.7% |
| 5Y | +124.0% | +26.8% | +97.2% | +73.7% |
| All | +568.0% | +84.4% | +483.6% | +310.7% |
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