-37.7%
CAG vs BWA
+156.8%
-194.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | -5.7% | -1.3% | -4.4% | -5.6% |
| 30D | -2.4% | -2.9% | +0.5% | -2.2% |
| 3M | +9.8% | -10.7% | +20.5% | +10.9% |
| 6M | -10.8% | +26.5% | -37.3% | -13.8% |
| YTD | -10.8% | +49.1% | -59.9% | -15.7% |
| 1Y | -19.0% | +52.1% | -71.0% | -23.6% |
| 3Y | -39.7% | +72.6% | -112.3% | -44.6% |
| 5Y | -43.0% | +89.4% | -132.4% | -48.9% |
| All | -37.7% | +156.8% | -194.4% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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