+49.2%
CF vs GWW
+56.0%
-6.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.8% | +3.0% |
| 7D | +4.8% | +5.5% | -0.8% | +6.0% |
| 30D | +9.7% | +14.4% | -4.7% | +12.5% |
| 3M | +1.2% | +13.7% | -12.5% | +3.8% |
| 6M | +7.4% | +20.1% | -12.7% | +11.5% |
| YTD | +60.5% | +47.1% | +13.4% | +64.8% |
| All | +49.2% | +56.0% | -6.7% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling