+328.7%
CFG vs GWW
+596.3%
-267.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.5% | +2.7% |
| 7D | +0.3% | +5.1% | -4.8% | -2.6% |
| 30D | +3.2% | +12.2% | -9.0% | -3.4% |
| 3M | -9.7% | +13.5% | -23.2% | -16.2% |
| 6M | +3.6% | +17.8% | -14.2% | -6.2% |
| YTD | +14.7% | +44.3% | -29.6% | -8.2% |
| 1Y | +29.6% | +52.8% | -23.3% | +0.2% |
| 3Y | +190.6% | +89.9% | +100.7% | +97.2% |
| 5Y | +67.1% | +214.5% | -147.4% | -16.8% |
| 10Y | +237.0% | +657.6% | -420.6% | +9.2% |
| All | +328.7% | +596.3% | -267.6% | +40.4% |
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