+426.2%
CAG vs BWA
+3,492.4%
-3,066.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.2% |
| 7D | -3.8% | +5.7% | -9.5% | -4.5% |
| 30D | +3.1% | +1.4% | +1.7% | +2.9% |
| 3M | +23.5% | -12.1% | +35.6% | +25.0% |
| 6M | -14.8% | +28.6% | -43.4% | -18.1% |
| YTD | -5.4% | +51.1% | -56.5% | -11.1% |
| 1Y | -11.8% | +55.9% | -67.7% | -17.5% |
| 3Y | -36.7% | +70.1% | -106.8% | -42.1% |
| 5Y | -40.3% | +90.7% | -131.0% | -46.9% |
| 10Y | -37.0% | +154.0% | -191.0% | -47.8% |
| All | +426.2% | +3,492.4% | -3,066.1% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling