+37.4%
CMI vs BWA
+55.6%
-18.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.6% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | -12.4% | -2.9% | -9.5% | -11.4% |
| 3M | -14.8% | -10.7% | -4.1% | -11.3% |
| 6M | +0.8% | +26.5% | -25.7% | -6.5% |
| YTD | +10.2% | +49.1% | -38.9% | -6.1% |
| 1Y | +37.4% | +52.1% | -14.6% | +16.1% |
| All | +37.4% | +55.6% | -18.2% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling