+53.5%
CME vs BWA
+72.9%
-19.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.2% |
| 7D | -2.9% | +4.3% | -7.2% | -2.6% |
| 30D | +5.5% | -2.9% | +8.4% | +5.4% |
| 3M | +11.0% | -12.4% | +23.4% | +10.2% |
| 6M | -9.7% | +28.6% | -38.3% | -8.0% |
| YTD | +4.9% | +48.2% | -43.4% | +7.4% |
| 1Y | +10.1% | +50.9% | -40.8% | +13.0% |
| 3Y | +53.5% | +72.2% | -18.6% | +62.2% |
| All | +53.5% | +72.9% | -19.4% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling