+76.3%
CL vs BWA
+101.5%
-25.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | +1.1% |
| 7D | +0.5% | -0.6% | +1.1% | +0.5% |
| 30D | +11.6% | -16.1% | +27.7% | +12.9% |
| 3M | +5.6% | -24.6% | +30.2% | +7.6% |
| 6M | +13.2% | -15.7% | +28.8% | +13.8% |
| YTD | +26.9% | +15.1% | +11.8% | +23.8% |
| 1Y | +27.3% | +15.9% | +11.5% | +24.0% |
| 3Y | +39.7% | +67.1% | -27.4% | +30.3% |
| 5Y | +41.3% | +34.7% | +6.6% | +33.0% |
| 10Y | +76.3% | +99.5% | -23.2% | +56.1% |
| All | +76.3% | +101.5% | -25.2% | +56.1% |
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