+109.5%
CF vs BWA
+34.0%
+75.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.6% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | +6.9% | -16.1% | +23.0% | +8.8% |
| 3M | +4.8% | -24.6% | +29.5% | +7.9% |
| 6M | +4.7% | -15.7% | +20.4% | +5.8% |
| YTD | +56.5% | +15.1% | +41.4% | +47.8% |
| 1Y | +48.4% | +15.9% | +32.6% | +39.9% |
| 3Y | +59.1% | +67.1% | -7.9% | +36.3% |
| 5Y | +109.5% | +34.7% | +74.8% | +84.3% |
| All | +109.5% | +34.0% | +75.6% | +84.3% |
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