+107.8%
CB vs BWA
+27.4%
+80.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +2.9% | +4.3% | -1.3% | +2.4% |
| 30D | +7.3% | -13.0% | +20.3% | +9.1% |
| 3M | +9.4% | -24.8% | +34.2% | +13.1% |
| 6M | +19.6% | -23.5% | +43.1% | +22.6% |
| YTD | +21.5% | +13.8% | +7.6% | +14.7% |
| 1Y | +28.0% | +13.4% | +14.6% | +20.8% |
| 3Y | +74.9% | +62.8% | +12.1% | +49.4% |
| All | +107.8% | +27.4% | +80.4% | +90.6% |
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