-1.3%
CMS vs BWA
+59.1%
-60.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -0.1% |
| 7D | +0.4% | +5.7% | -5.3% | +0.5% |
| 30D | -3.6% | +1.4% | -5.0% | -3.5% |
| 3M | -1.9% | -12.1% | +10.2% | -1.8% |
| 6M | -11.0% | +28.6% | -39.5% | -11.6% |
| YTD | +0.2% | +51.1% | -50.9% | -1.3% |
| 1Y | -1.3% | +55.9% | -57.2% | -3.0% |
| All | -1.3% | +59.1% | -60.4% | -3.0% |
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