+271.0%
CG vs BWA
+94.6%
+176.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | -1.5% | +7.3% | -8.8% | -4.9% |
| 30D | +5.7% | -15.8% | +21.5% | +14.8% |
| 3M | -17.9% | -25.7% | +7.9% | -5.6% |
| 6M | -20.2% | -19.6% | -0.6% | -13.2% |
| YTD | -32.0% | +14.1% | -46.1% | -41.2% |
| 1Y | -27.0% | +12.2% | -39.2% | -36.3% |
| 3Y | +42.8% | +63.8% | -21.1% | -1.0% |
| 5Y | -23.4% | +28.7% | -52.2% | -40.8% |
| All | +271.0% | +94.6% | +176.4% | +108.2% |
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