-21.9%
CG vs BWA
+27.1%
-49.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.3% | -2.0% |
| 7D | -1.2% | -5.5% | +4.3% | +1.6% |
| 30D | +5.0% | -21.7% | +26.8% | +18.4% |
| 3M | -18.2% | -25.6% | +7.4% | -6.0% |
| 6M | -20.7% | -17.4% | -3.3% | -15.4% |
| YTD | -31.4% | +9.2% | -40.6% | -41.4% |
| 1Y | -22.3% | +9.7% | -32.0% | -33.9% |
| 3Y | +50.2% | +54.6% | -4.5% | -2.2% |
| All | -21.9% | +27.1% | -49.0% | -47.7% |
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