+598.5%
CEG vs BWA
+25.8%
+572.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +17.8% | +7.3% | +10.6% | +15.7% |
| 30D | -4.5% | -15.8% | +11.3% | +0.1% |
| 3M | +1.5% | -25.7% | +27.2% | +10.0% |
| 6M | -3.5% | -19.6% | +16.1% | +2.2% |
| YTD | -19.7% | +14.1% | -33.8% | -23.2% |
| 1Y | -19.8% | +12.2% | -31.9% | -23.0% |
| 3Y | +136.4% | +63.8% | +72.6% | +97.9% |
| All | +598.5% | +25.8% | +572.7% | +443.7% |
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