+61.5%
CF vs GWW
+92.7%
-31.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -3.2% | +6.0% | -9.2% | -3.5% |
| 30D | +4.3% | +14.0% | -9.7% | +3.4% |
| 3M | +2.8% | +12.5% | -9.7% | +1.9% |
| 6M | +0.6% | +23.6% | -23.0% | -1.3% |
| YTD | +56.6% | +43.6% | +13.0% | +49.4% |
| 1Y | +49.6% | +52.5% | -2.9% | +41.0% |
| 3Y | +61.5% | +92.6% | -31.1% | +44.7% |
| All | +61.5% | +92.7% | -31.3% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling