+2,963.6%
CL vs BWA
+3,492.4%
-528.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.2% | -1.8% |
| 7D | -2.2% | +5.7% | -7.8% | -2.9% |
| 30D | -4.8% | +1.4% | -6.2% | -5.1% |
| 3M | +4.9% | -12.1% | +17.0% | +6.3% |
| 6M | -5.7% | +28.6% | -34.3% | -9.6% |
| YTD | +14.4% | +51.1% | -36.7% | +6.7% |
| 1Y | +8.7% | +55.9% | -47.1% | +0.9% |
| 3Y | +30.0% | +70.1% | -40.2% | +17.4% |
| 5Y | +28.4% | +90.7% | -62.3% | +12.2% |
| 10Y | +50.1% | +154.0% | -103.9% | +19.7% |
| All | +2,963.6% | +3,492.4% | -528.8% | +1,483.5% |
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