+104.3%
CEG vs BWA
+51.7%
+52.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +3.5% |
| 7D | -4.7% | -5.5% | +0.7% | -3.1% |
| 30D | -16.6% | -21.7% | +5.2% | -10.3% |
| 3M | -4.1% | -25.6% | +21.5% | +4.6% |
| 6M | -22.3% | -17.4% | -4.9% | -17.9% |
| YTD | -28.9% | +9.2% | -38.1% | -31.5% |
| 1Y | -28.5% | +9.7% | -38.2% | -31.2% |
| 3Y | +104.3% | +54.6% | +49.7% | +63.5% |
| All | +104.3% | +51.7% | +52.6% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling