+188.5%
CFG vs GWW
+91.5%
+97.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | +0.4% |
| 7D | +2.7% | -1.5% | +4.2% | +3.5% |
| 30D | -3.7% | +1.1% | -4.8% | -4.4% |
| 3M | +9.5% | -1.0% | +10.5% | +9.5% |
| 6M | +22.2% | +16.3% | +5.9% | +10.6% |
| YTD | +22.3% | +28.5% | -6.2% | +3.3% |
| 1Y | +39.4% | +30.3% | +9.2% | +16.5% |
| 3Y | +188.5% | +91.6% | +96.9% | +95.0% |
| All | +188.5% | +91.5% | +97.0% | +95.0% |
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 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