+0.6%
CEG vs BWA
+53.0%
-52.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +6.7% | +4.3% | +2.4% | +5.8% |
| 30D | +11.0% | -2.9% | +13.9% | +11.6% |
| 3M | +19.5% | -12.4% | +31.9% | +21.9% |
| 6M | -5.9% | +28.6% | -34.4% | -9.7% |
| YTD | -15.0% | +48.2% | -63.2% | -20.5% |
| 1Y | +0.6% | +50.9% | -50.3% | -5.1% |
| All | +0.6% | +53.0% | -52.4% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling