+29.9%
CFG vs GWW
+59.1%
-29.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | +3.2% | +3.6% | -0.4% | +1.8% |
| 30D | +5.1% | +12.1% | -7.0% | +0.7% |
| 3M | -11.2% | +12.9% | -24.1% | -15.2% |
| 6M | +9.6% | +19.3% | -9.8% | +1.8% |
| YTD | +15.0% | +48.7% | -33.8% | -5.7% |
| 1Y | +29.9% | +60.5% | -30.6% | +3.0% |
| All | +29.9% | +59.1% | -29.3% | +3.0% |
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