+305.9%
CG vs BWA
+95.2%
+210.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.5% |
| 7D | +2.0% | -2.4% | +4.4% | +3.2% |
| 30D | +8.5% | -17.7% | +26.2% | +19.2% |
| 3M | -12.1% | -27.0% | +14.8% | +1.8% |
| 6M | -16.4% | -17.3% | +0.9% | -10.5% |
| YTD | -28.0% | +12.9% | -40.8% | -37.3% |
| 1Y | -18.9% | +12.9% | -31.8% | -29.5% |
| 3Y | +51.2% | +62.1% | -10.9% | +5.5% |
| 5Y | -15.9% | +30.7% | -46.6% | -35.4% |
| 10Y | +305.9% | +89.2% | +216.8% | +136.0% |
| All | +305.9% | +95.2% | +210.7% | +136.0% |
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