+134.0%
CNC vs BWA
+59.1%
+74.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.6% |
| 7D | +3.5% | +5.7% | -2.1% | +3.3% |
| 30D | +0.1% | +1.4% | -1.3% | -0.1% |
| 3M | +6.9% | -12.1% | +19.0% | +7.1% |
| 6M | +49.0% | +28.6% | +20.5% | +47.4% |
| YTD | +62.9% | +51.1% | +11.8% | +53.8% |
| 1Y | +134.0% | +55.9% | +78.1% | +118.5% |
| All | +134.0% | +59.1% | +74.9% | +118.5% |
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