+7,418.1%
CME vs BWA
+1,062.8%
+6,355.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.3% |
| 7D | +0.9% | -5.5% | +6.4% | +2.5% |
| 30D | +13.2% | -21.7% | +34.9% | +21.5% |
| 3M | +16.3% | -25.6% | +41.9% | +26.2% |
| 6M | +7.1% | -17.4% | +24.6% | +11.2% |
| YTD | +15.8% | +9.2% | +6.6% | +7.5% |
| 1Y | +17.1% | +9.7% | +7.3% | +8.2% |
| 3Y | +63.2% | +54.6% | +8.5% | +28.8% |
| 5Y | +70.2% | +26.8% | +43.5% | +37.6% |
| 10Y | +337.0% | +89.0% | +248.0% | +167.2% |
| All | +7,418.1% | +1,062.8% | +6,355.3% | +1,875.1% |
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 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