+362.4%
CFG vs BWA
+62.2%
+300.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -1.6% |
| 7D | +1.5% | +5.7% | -4.1% | -1.5% |
| 30D | -3.8% | +1.4% | -5.2% | -4.9% |
| 3M | +11.5% | -12.1% | +23.6% | +18.3% |
| 6M | +19.2% | +28.6% | -9.4% | +0.4% |
| YTD | +23.7% | +51.1% | -27.4% | -8.1% |
| 1Y | +38.8% | +55.9% | -17.0% | +0.6% |
| 3Y | +178.9% | +70.1% | +108.8% | +85.2% |
| 5Y | +101.8% | +90.7% | +11.1% | +21.8% |
| 10Y | +317.3% | +154.0% | +163.3% | +99.5% |
| All | +362.4% | +62.2% | +300.2% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling