+9.8%
CG vs BWA
+88.6%
-78.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.2% |
| 7D | -1.3% | +4.3% | -5.5% | -3.4% |
| 30D | -3.2% | -2.9% | -0.3% | -2.0% |
| 3M | +6.2% | -12.4% | +18.6% | +12.8% |
| 6M | -4.7% | +28.6% | -33.2% | -19.1% |
| YTD | -20.6% | +48.2% | -68.8% | -41.3% |
| 1Y | -26.4% | +50.9% | -77.3% | -46.4% |
| 3Y | +55.4% | +72.2% | -16.8% | -0.1% |
| 5Y | +9.8% | +91.1% | -81.2% | -39.3% |
| All | +9.8% | +88.6% | -78.8% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling