+243.0%
CB vs BWA
+101.5%
+141.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -1.7% |
| 7D | -1.5% | -0.6% | -0.9% | -1.5% |
| 30D | +6.5% | -16.1% | +22.6% | +10.7% |
| 3M | +4.1% | -24.6% | +28.7% | +10.5% |
| 6M | +14.4% | -15.7% | +30.1% | +16.8% |
| YTD | +17.5% | +15.1% | +2.4% | +8.8% |
| 1Y | +27.5% | +15.9% | +11.7% | +17.7% |
| 3Y | +71.6% | +67.1% | +4.5% | +38.4% |
| 5Y | +100.6% | +34.7% | +65.9% | +67.6% |
| 10Y | +243.0% | +99.5% | +143.5% | +139.5% |
| All | +243.0% | +101.5% | +141.5% | +139.5% |
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