+145.8%
BWA vs CRL
+249.3%
-103.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.2% |
| 7D | -0.1% | -6.9% | +6.9% | +2.1% |
| 30D | -5.5% | -3.2% | -2.3% | -4.6% |
| 3M | -7.6% | +46.5% | -54.2% | -18.2% |
| 6M | +25.0% | +63.1% | -38.1% | +5.9% |
| YTD | +47.0% | +36.9% | +10.1% | +30.1% |
| 1Y | +54.0% | +78.1% | -24.1% | +24.0% |
| 3Y | +70.7% | +36.7% | +34.0% | +42.1% |
| 5Y | +86.7% | -38.1% | +124.8% | +100.0% |
| All | +145.8% | +249.3% | -103.6% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling