+39.4%
CFG vs BWA
+53.0%
-13.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | +2.7% | +4.3% | -1.6% | +2.1% |
| 30D | -3.7% | -2.9% | -0.8% | -3.3% |
| 3M | +9.5% | -12.4% | +21.9% | +11.4% |
| 6M | +22.2% | +28.6% | -6.3% | +16.2% |
| YTD | +22.3% | +48.2% | -25.9% | +7.0% |
| 1Y | +39.4% | +50.9% | -11.5% | +20.8% |
| All | +39.4% | +53.0% | -13.6% | +20.8% |
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 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