+331.2%
CG vs BWA
+142.7%
+188.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.2% |
| 7D | -6.4% | +0.1% | -6.6% | -6.5% |
| 30D | -7.1% | -5.6% | -1.5% | -4.6% |
| 3M | -1.6% | -10.7% | +9.1% | +3.4% |
| 6M | -8.3% | +23.2% | -31.5% | -19.6% |
| YTD | -23.8% | +46.0% | -69.8% | -41.3% |
| 1Y | -28.7% | +51.2% | -79.9% | -46.3% |
| 3Y | +49.2% | +69.6% | -20.4% | +2.5% |
| 5Y | +5.5% | +86.6% | -81.1% | -31.8% |
| 10Y | +331.2% | +152.3% | +178.9% | +109.5% |
| All | +331.2% | +142.7% | +188.5% | +109.5% |
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 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