+471.5%
CF vs GWW
+658.3%
-186.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +4.8% | +3.6% | +1.2% | +3.4% |
| 30D | +4.7% | +12.1% | -7.4% | -0.2% |
| 3M | +7.4% | +12.9% | -5.5% | +2.0% |
| 6M | +0.6% | +19.3% | -18.7% | -7.0% |
| YTD | +64.1% | +48.7% | +15.4% | +37.1% |
| 1Y | +51.4% | +60.5% | -9.1% | +22.3% |
| 3Y | +67.8% | +93.3% | -25.5% | +21.2% |
| 5Y | +114.1% | +219.0% | -104.8% | +18.2% |
| All | +471.5% | +658.3% | -186.8% | +131.5% |
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