+248.2%
CB vs BWA
+84.4%
+163.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.4% |
| 7D | +0.2% | -5.5% | +5.7% | +1.5% |
| 30D | +9.1% | -21.7% | +30.8% | +15.2% |
| 3M | +3.4% | -25.6% | +29.0% | +10.1% |
| 6M | +14.1% | -17.4% | +31.5% | +16.9% |
| YTD | +18.0% | +9.2% | +8.8% | +10.7% |
| 1Y | +30.1% | +9.7% | +20.4% | +21.7% |
| 3Y | +71.8% | +54.6% | +17.1% | +41.4% |
| 5Y | +101.8% | +26.8% | +75.1% | +71.3% |
| All | +248.2% | +84.4% | +163.8% | +149.8% |
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