+95.2%
CNC vs BWA
+156.8%
-61.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | -1.0% | -2.9% | +2.0% | -0.3% |
| 3M | +4.5% | -10.7% | +15.3% | +7.3% |
| 6M | +85.2% | +26.5% | +58.8% | +72.1% |
| YTD | +61.4% | +49.1% | +12.3% | +41.5% |
| 1Y | +94.9% | +52.1% | +42.8% | +69.4% |
| 3Y | 0.0% | +72.6% | -72.6% | -18.3% |
| 5Y | +11.2% | +89.4% | -78.2% | -15.4% |
| All | +95.2% | +156.8% | -61.5% | +10.4% |
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