+487.0%
CF vs BWA
+101.5%
+385.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -1.9% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | +6.9% | -16.1% | +23.0% | +13.0% |
| 3M | +4.8% | -24.6% | +29.5% | +14.4% |
| 6M | +4.7% | -15.7% | +20.4% | +8.3% |
| YTD | +56.5% | +15.1% | +41.4% | +38.8% |
| 1Y | +48.4% | +15.9% | +32.6% | +31.0% |
| 3Y | +59.1% | +67.1% | -7.9% | +15.1% |
| 5Y | +109.5% | +34.7% | +74.8% | +58.4% |
| 10Y | +487.0% | +99.5% | +387.4% | +219.0% |
| All | +487.0% | +101.5% | +385.5% | +219.0% |
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