+11,718.6%
CMI vs BWA
+3,424.3%
+8,294.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.1% |
| 7D | +1.9% | +4.3% | -2.4% | -0.4% |
| 30D | -12.5% | -2.9% | -9.6% | -11.3% |
| 3M | -16.2% | -12.4% | -3.8% | -10.4% |
| 6M | +4.9% | +28.6% | -23.7% | -8.4% |
| YTD | +11.1% | +48.2% | -37.1% | -11.7% |
| 1Y | +43.4% | +50.9% | -7.6% | +12.3% |
| 3Y | +154.1% | +72.2% | +81.9% | +79.0% |
| 5Y | +169.5% | +91.1% | +78.4% | +74.2% |
| 10Y | +503.8% | +144.0% | +359.8% | +208.6% |
| All | +11,718.6% | +3,424.3% | +8,294.3% | +1,887.7% |
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