+7.2%
CNC vs BWA
+85.3%
-78.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.8% | -5.6% | +1.8% | -3.1% |
| 3M | -3.2% | -10.7% | +7.4% | -2.0% |
| 6M | +47.9% | +23.2% | +24.7% | +42.9% |
| YTD | +55.7% | +46.0% | +9.7% | +45.3% |
| 1Y | +106.2% | +51.2% | +55.1% | +91.1% |
| 3Y | -2.1% | +69.6% | -71.6% | -11.9% |
| All | +7.2% | +85.3% | -78.0% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling