+140.2%
CMS vs BWA
+94.2%
+45.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +1.7% | +4.3% | -2.5% | +1.4% |
| 30D | +6.2% | -13.0% | +19.2% | +7.2% |
| 3M | +0.6% | -24.8% | +25.4% | +2.5% |
| 6M | -1.8% | -23.5% | +21.7% | -0.3% |
| YTD | +3.8% | +13.8% | -10.0% | +1.6% |
| 1Y | -1.8% | +13.4% | -15.2% | -3.9% |
| 3Y | +39.8% | +62.8% | -22.9% | +31.6% |
| 5Y | +37.1% | +28.5% | +8.6% | +30.0% |
| All | +140.2% | +94.2% | +45.9% | +110.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling