+569.3%
CF vs GWW
+575.3%
-5.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.6% |
| 7D | +6.0% | +1.4% | +4.6% | +5.4% |
| 30D | +14.8% | +3.3% | +11.6% | +13.3% |
| 3M | +14.1% | +2.9% | +11.1% | +12.2% |
| 6M | +28.5% | +15.8% | +12.7% | +19.5% |
| YTD | +74.9% | +32.0% | +42.9% | +53.6% |
| 1Y | +61.7% | +29.9% | +31.8% | +42.5% |
| 3Y | +80.3% | +91.1% | -10.8% | +30.0% |
| 5Y | +226.0% | +223.9% | +2.0% | +76.4% |
| All | +569.3% | +575.3% | -5.9% | +179.2% |
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