+220.7%
CF vs BWA
+91.4%
+129.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -3.6% |
| 7D | +6.0% | +5.7% | +0.3% | +5.3% |
| 30D | +14.8% | +1.4% | +13.4% | +14.5% |
| 3M | +14.1% | -12.1% | +26.1% | +15.8% |
| 6M | +28.5% | +28.6% | 0.0% | +22.6% |
| YTD | +74.9% | +51.1% | +23.9% | +59.8% |
| 1Y | +61.7% | +55.9% | +5.8% | +46.4% |
| 3Y | +80.3% | +70.1% | +10.2% | +57.3% |
| All | +220.7% | +91.4% | +129.4% | +156.6% |
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