+164.4%
CMI vs BWA
+86.5%
+77.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.2% |
| 7D | +0.8% | -0.1% | +0.9% | +0.9% |
| 30D | -12.8% | -5.5% | -7.3% | -10.6% |
| 3M | -12.4% | -7.6% | -4.8% | -9.5% |
| 6M | -0.9% | +25.0% | -25.8% | -10.4% |
| YTD | +8.9% | +47.0% | -38.1% | -10.3% |
| 1Y | +37.7% | +54.0% | -16.3% | +10.6% |
| 3Y | +148.9% | +70.7% | +78.2% | +83.7% |
| 5Y | +164.4% | +86.7% | +77.7% | +77.3% |
| All | +164.4% | +86.5% | +77.9% | +77.3% |
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