+131.1%
CMS vs BWA
+91.2%
+39.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.5% |
| 7D | -0.5% | -5.5% | +5.0% | -0.1% |
| 30D | +7.2% | -21.7% | +28.9% | +9.0% |
| 3M | -1.3% | -25.6% | +24.4% | +0.7% |
| 6M | -4.3% | -17.4% | +13.1% | -3.5% |
| YTD | +2.1% | +9.2% | -7.1% | +0.2% |
| 1Y | -0.6% | +9.7% | -10.3% | -2.5% |
| 3Y | +38.0% | +54.6% | -16.6% | +30.5% |
| 5Y | +33.6% | +26.8% | +6.9% | +26.8% |
| All | +131.1% | +91.2% | +39.9% | +105.0% |
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 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