-37.6%
CAG vs BWA
+67.1%
-104.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -6.6% | +0.1% | -6.7% | -6.6% |
| 30D | +2.3% | -5.6% | +7.9% | +2.6% |
| 3M | +16.3% | -10.7% | +27.0% | +17.3% |
| 6M | -16.0% | +23.2% | -39.2% | -18.5% |
| YTD | -7.7% | +46.0% | -53.7% | -12.2% |
| 1Y | -16.0% | +51.2% | -67.2% | -20.5% |
| All | -37.6% | +67.1% | -104.7% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling