+67.8%
CF vs BWA
+64.0%
+3.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +4.8% | +4.3% | +0.5% | +4.7% |
| 30D | +4.7% | -13.0% | +17.7% | +5.2% |
| 3M | +7.4% | -24.8% | +32.2% | +8.5% |
| 6M | +0.6% | -23.5% | +24.1% | +1.5% |
| YTD | +64.1% | +13.8% | +50.3% | +55.6% |
| 1Y | +51.4% | +13.4% | +38.0% | +43.6% |
| 3Y | +67.8% | +62.8% | +5.0% | +45.2% |
| All | +67.8% | +64.0% | +3.8% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling