+206.6%
CFG vs BWA
+94.6%
+112.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +1.6% | +7.3% | -5.7% | -2.5% |
| 30D | +3.3% | -15.8% | +19.1% | +13.6% |
| 3M | -11.5% | -25.7% | +14.2% | +3.9% |
| 6M | +6.2% | -19.6% | +25.8% | +16.7% |
| YTD | +14.3% | +14.1% | +0.2% | -3.1% |
| 1Y | +26.7% | +12.2% | +14.6% | +8.4% |
| 3Y | +187.8% | +63.8% | +123.9% | +85.9% |
| 5Y | +61.3% | +28.7% | +32.6% | +17.7% |
| All | +206.6% | +94.6% | +112.0% | +56.8% |
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