+9.1%
CME vs BWA
+48.6%
-39.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -1.0% |
| 7D | -0.6% | +0.1% | -0.8% | -0.6% |
| 30D | +4.7% | -5.6% | +10.2% | +4.1% |
| 3M | +7.8% | -10.7% | +18.5% | +6.8% |
| 6M | -11.0% | +23.2% | -34.2% | -8.6% |
| YTD | +4.0% | +46.0% | -42.0% | +7.7% |
| 1Y | +9.1% | +51.2% | -42.1% | +14.2% |
| All | +9.1% | +48.6% | -39.5% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling