+568.0%
CF vs GWW
+699.0%
-131.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -3.2% | +6.0% | -9.2% | -5.7% |
| 30D | +4.3% | +14.0% | -9.7% | -1.3% |
| 3M | +2.8% | +12.5% | -9.7% | -2.4% |
| 6M | +0.6% | +23.6% | -23.0% | -8.6% |
| YTD | +56.6% | +43.6% | +13.0% | +32.3% |
| 1Y | +49.6% | +52.5% | -2.9% | +23.0% |
| 3Y | +61.5% | +92.6% | -31.1% | +16.0% |
| 5Y | +124.0% | +219.0% | -95.1% | +22.2% |
| All | +568.0% | +699.0% | -131.0% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling