+103.2%
CB vs BWA
+26.5%
+76.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.1% |
| 7D | +0.2% | -5.5% | +5.7% | +0.9% |
| 30D | +9.1% | -21.7% | +30.8% | +12.3% |
| 3M | +3.4% | -25.6% | +29.0% | +7.0% |
| 6M | +14.1% | -17.4% | +31.5% | +15.1% |
| YTD | +18.0% | +9.2% | +8.8% | +12.1% |
| 1Y | +30.1% | +9.7% | +20.4% | +23.3% |
| 3Y | +71.8% | +54.6% | +17.1% | +48.0% |
| All | +103.2% | +26.5% | +76.7% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling