+5,331.8%
CF vs BWA
+383.9%
+4,947.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.5% |
| 7D | -3.2% | -5.5% | +2.3% | -1.0% |
| 30D | +4.3% | -21.7% | +26.1% | +15.5% |
| 3M | +2.8% | -25.6% | +28.4% | +15.5% |
| 6M | +0.6% | -17.4% | +18.0% | +5.9% |
| YTD | +56.6% | +9.2% | +47.4% | +39.7% |
| 1Y | +49.6% | +9.7% | +39.9% | +32.9% |
| 3Y | +61.5% | +54.6% | +6.9% | +16.0% |
| 5Y | +124.0% | +26.8% | +97.2% | +66.6% |
| 10Y | +573.2% | +89.0% | +484.2% | +279.1% |
| All | +5,331.8% | +383.9% | +4,947.9% | +1,475.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling