+280.6%
CME vs BWA
+142.7%
+137.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -0.6% | +0.1% | -0.8% | -0.7% |
| 30D | +4.7% | -5.6% | +10.2% | +5.3% |
| 3M | +7.8% | -10.7% | +18.5% | +9.2% |
| 6M | -11.0% | +23.2% | -34.2% | -14.2% |
| YTD | +4.0% | +46.0% | -42.0% | -3.0% |
| 1Y | +9.1% | +51.2% | -42.1% | +1.0% |
| 3Y | +52.3% | +69.6% | -17.3% | +36.2% |
| 5Y | +76.1% | +86.6% | -10.5% | +50.4% |
| 10Y | +280.6% | +152.3% | +128.3% | +177.1% |
| All | +280.6% | +142.7% | +137.9% | +177.1% |
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