+5,331.8%
CF vs GWW
+3,123.0%
+2,208.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | -3.2% | +6.0% | -9.2% | -6.9% |
| 30D | +4.3% | +14.0% | -9.7% | -3.9% |
| 3M | +2.8% | +12.5% | -9.7% | -4.9% |
| 6M | +0.6% | +23.6% | -23.0% | -12.7% |
| YTD | +56.6% | +43.6% | +13.0% | +22.3% |
| 1Y | +49.6% | +52.5% | -2.9% | +12.4% |
| 3Y | +61.5% | +92.6% | -31.1% | +0.5% |
| 5Y | +124.0% | +219.0% | -95.1% | -4.3% |
| 10Y | +573.2% | +713.8% | -140.6% | +32.9% |
| All | +5,331.8% | +3,123.0% | +2,208.8% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling