+5,967.0%
CF vs BWA
+569.6%
+5,397.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -4.4% |
| 7D | +6.0% | +5.7% | +0.3% | +3.4% |
| 30D | +14.8% | +1.4% | +13.4% | +13.7% |
| 3M | +14.1% | -12.1% | +26.1% | +19.2% |
| 6M | +28.5% | +28.6% | 0.0% | +10.6% |
| YTD | +74.9% | +51.1% | +23.9% | +36.7% |
| 1Y | +61.7% | +55.9% | +5.8% | +23.7% |
| 3Y | +80.3% | +70.1% | +10.2% | +25.7% |
| 5Y | +226.0% | +90.7% | +135.3% | +102.9% |
| 10Y | +569.9% | +154.0% | +415.9% | +234.4% |
| All | +5,967.0% | +569.6% | +5,397.4% | +1,440.7% |
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