+5,967.0%
CF vs GWW
+2,863.1%
+3,103.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.8% |
| 7D | +6.0% | +1.4% | +4.6% | +5.1% |
| 30D | +14.8% | +3.3% | +11.6% | +12.6% |
| 3M | +14.1% | +2.9% | +11.1% | +11.3% |
| 6M | +28.5% | +15.8% | +12.7% | +15.3% |
| YTD | +74.9% | +32.0% | +42.9% | +44.5% |
| 1Y | +61.7% | +29.9% | +31.8% | +34.1% |
| 3Y | +80.3% | +91.1% | -10.8% | +12.8% |
| 5Y | +226.0% | +223.9% | +2.0% | +37.1% |
| 10Y | +569.9% | +567.0% | +2.8% | +52.4% |
| All | +5,967.0% | +2,863.1% | +3,103.9% | +257.6% |
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