+3,251.4%
CL vs BWA
+2,496.1%
+755.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -2.5% |
| 7D | +1.3% | -5.5% | +6.8% | +2.0% |
| 30D | +11.4% | -21.7% | +33.1% | +14.9% |
| 3M | +4.4% | -25.6% | +30.0% | +8.3% |
| 6M | +10.8% | -17.4% | +28.2% | +12.6% |
| YTD | +25.1% | +9.2% | +15.9% | +21.6% |
| 1Y | +28.0% | +9.7% | +18.2% | +24.2% |
| 3Y | +37.6% | +54.6% | -17.0% | +25.5% |
| 5Y | +39.7% | +26.8% | +12.9% | +28.9% |
| 10Y | +75.8% | +89.0% | -13.2% | +45.5% |
| All | +3,251.4% | +2,496.1% | +755.3% | +1,704.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling