-3.1%
CMG vs BWA
+87.2%
-90.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -2.1% | -1.3% | -0.7% | -1.8% |
| 30D | +10.9% | -2.9% | +13.8% | +11.4% |
| 3M | +15.8% | -10.7% | +26.6% | +18.2% |
| 6M | +6.9% | +26.5% | -19.5% | -0.2% |
| YTD | -2.2% | +49.1% | -51.3% | -13.9% |
| 1Y | -7.1% | +52.1% | -59.1% | -18.9% |
| 3Y | -7.1% | +72.6% | -79.7% | -23.6% |
| All | -3.1% | +87.2% | -90.2% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling