+642.6%
CMS vs BWA
+3,492.4%
-2,849.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -0.7% |
| 7D | +0.4% | +5.7% | -5.3% | -0.6% |
| 30D | -3.6% | +1.4% | -5.0% | -3.9% |
| 3M | -1.9% | -12.1% | +10.2% | -0.2% |
| 6M | -11.0% | +28.6% | -39.5% | -15.5% |
| YTD | +0.2% | +51.1% | -50.9% | -8.2% |
| 1Y | -1.3% | +55.9% | -57.2% | -10.3% |
| 3Y | +35.9% | +70.1% | -34.2% | +19.5% |
| 5Y | +23.1% | +90.7% | -67.6% | +3.8% |
| 10Y | +117.9% | +154.0% | -36.1% | +61.9% |
| All | +642.6% | +3,492.4% | -2,849.8% | +213.8% |
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 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