+218.9%
CB vs BWA
+150.8%
+68.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.6% |
| 7D | +0.5% | +5.7% | -5.2% | -0.8% |
| 30D | -3.1% | +1.4% | -4.5% | -3.6% |
| 3M | +9.0% | -12.1% | +21.0% | +11.6% |
| 6M | +2.9% | +28.6% | -25.7% | -5.2% |
| YTD | +10.1% | +51.1% | -41.0% | -3.9% |
| 1Y | +22.8% | +55.9% | -33.1% | +5.9% |
| 3Y | +73.8% | +70.1% | +3.7% | +42.4% |
| 5Y | +99.2% | +90.7% | +8.5% | +52.6% |
| All | +218.9% | +150.8% | +68.2% | +108.0% |
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