+316.4%
CFG vs BWA
+17.2%
+299.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -2.4% |
| 7D | -0.9% | -5.5% | +4.6% | +2.1% |
| 30D | +1.1% | -21.7% | +22.8% | +15.2% |
| 3M | -12.0% | -25.6% | +13.6% | +2.4% |
| 6M | -2.2% | -17.4% | +15.2% | +5.1% |
| YTD | +11.4% | +9.2% | +2.2% | -1.8% |
| 1Y | +27.8% | +9.7% | +18.1% | +12.1% |
| 3Y | +173.3% | +54.6% | +118.7% | +89.5% |
| 5Y | +62.4% | +26.8% | +35.7% | +22.9% |
| 10Y | +249.6% | +89.0% | +160.6% | +96.4% |
| All | +316.4% | +17.2% | +299.2% | +154.9% |
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