0.0%
CNC vs BWA
+70.7%
-70.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.4% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | -1.0% | -2.9% | +2.0% | -0.7% |
| 3M | +4.5% | -10.7% | +15.3% | +5.5% |
| 6M | +85.2% | +26.5% | +58.8% | +80.3% |
| YTD | +61.4% | +49.1% | +12.3% | +52.6% |
| 1Y | +94.9% | +52.1% | +42.8% | +83.5% |
| 3Y | 0.0% | +72.6% | -72.6% | -8.6% |
| All | 0.0% | +70.7% | -70.7% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling