+3,909.1%
CMG vs BWA
+413.4%
+3,495.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.5% | +4.3% | -1.8% | +1.1% |
| 30D | +15.6% | -13.0% | +28.6% | +20.6% |
| 3M | +8.2% | -24.8% | +33.0% | +17.9% |
| 6M | +9.9% | -23.5% | +33.4% | +17.7% |
| YTD | -4.6% | +13.8% | -18.5% | -12.8% |
| 1Y | +12.4% | +13.4% | -1.0% | +2.9% |
| 3Y | -18.0% | +62.8% | -80.7% | -35.9% |
| 5Y | -5.3% | +28.5% | -33.8% | -22.1% |
| 10Y | +344.2% | +95.4% | +248.9% | +178.4% |
| All | +3,909.1% | +413.4% | +3,495.7% | +1,284.7% |
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