+41.4%
CL vs BWA
+31.3%
+10.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -0.8% | +1.7% | -2.5% | -0.8% |
| 30D | +9.5% | -14.6% | +24.1% | +10.2% |
| 3M | +6.8% | -26.2% | +33.0% | +8.1% |
| 6M | +14.3% | -18.4% | +32.7% | +14.5% |
| YTD | +27.0% | +14.7% | +12.3% | +23.8% |
| 1Y | +26.3% | +13.3% | +12.9% | +23.1% |
| 3Y | +39.3% | +64.7% | -25.4% | +30.6% |
| All | +41.4% | +31.3% | +10.1% | +33.2% |
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 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