+4,100.0%
CMG vs BWA
+568.4%
+3,531.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | -1.5% | +4.3% | -5.7% | -2.9% |
| 30D | +12.7% | -2.9% | +15.6% | +13.5% |
| 3M | +26.3% | -12.4% | +38.7% | +31.1% |
| 6M | +4.5% | +28.6% | -24.1% | -5.8% |
| YTD | -0.1% | +48.2% | -48.3% | -15.7% |
| 1Y | -6.8% | +50.9% | -57.7% | -22.2% |
| 3Y | -5.0% | +72.2% | -77.2% | -26.8% |
| 5Y | -3.0% | +91.1% | -94.1% | -30.1% |
| 10Y | +323.6% | +144.0% | +179.5% | +148.4% |
| All | +4,100.0% | +568.4% | +3,531.6% | +1,237.9% |
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