Charlesworth Capital

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Backtest 2007-05-30 to 2026-11-05: Whole fund v2 vs benchmarks

How it's computed
Since-inception figures exactly as exported. Backtests use Yahoo adjusted closes with monthly rebalance, 5bps costs and 1% short borrow. Tickers were selected in Nov 2026 — severe hindsight/survivorship bias. Private books are proxied by T-bill ETFs (v2) or BIL/PSP (v1). Not investable NAV; not investment advice.
Source
Charlesworth Capital backtest export (backtests.json) · link
As of
5 Nov 2026 · fetched 5 Nov 2026

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SeriesCAGR (%)Volatility (%)SharpeMax drawdown (%)
Whole fund v29.8311.010.73-25.97
AOR7.7611.830.52-24.44
QQQ14.9422.090.65-53.4
SPY10.1219.430.49-55.19
60/407.6811.860.51-34.7
BTC-USD29.6451.10.73-83.04
Data behind this figure