+110.9%
CF vs BWA
+27.4%
+83.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +4.8% | +4.3% | +0.5% | +4.3% |
| 30D | +4.7% | -13.0% | +17.7% | +6.2% |
| 3M | +7.4% | -24.8% | +32.2% | +10.5% |
| 6M | +0.6% | -23.5% | +24.1% | +3.0% |
| YTD | +64.1% | +13.8% | +50.3% | +55.2% |
| 1Y | +51.4% | +13.4% | +38.0% | +43.2% |
| 3Y | +67.8% | +62.8% | +5.0% | +44.5% |
| All | +110.9% | +27.4% | +83.5% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling