+61.5%
CF vs BWA
+51.7%
+9.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.6% |
| 7D | -3.2% | -5.5% | +2.3% | -3.0% |
| 30D | +4.3% | -21.7% | +26.1% | +5.1% |
| 3M | +2.8% | -25.6% | +28.4% | +3.8% |
| 6M | +0.6% | -17.4% | +18.0% | +0.7% |
| YTD | +56.6% | +9.2% | +47.4% | +48.8% |
| 1Y | +49.6% | +9.7% | +39.9% | +41.9% |
| 3Y | +61.5% | +54.6% | +6.9% | +40.5% |
| All | +61.5% | +51.7% | +9.8% | +40.5% |
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