+4,405.6%
CNC vs BWA
+1,491.2%
+2,914.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.1% |
| 7D | -1.0% | +4.3% | -5.3% | -2.3% |
| 30D | -1.8% | -2.9% | +1.1% | -1.1% |
| 3M | -0.7% | -12.4% | +11.7% | +2.9% |
| 6M | +47.9% | +28.6% | +19.4% | +34.9% |
| YTD | +56.9% | +48.2% | +8.7% | +35.0% |
| 1Y | +123.9% | +50.9% | +73.0% | +91.0% |
| 3Y | -1.3% | +72.2% | -73.4% | -22.0% |
| 5Y | +2.8% | +91.1% | -88.3% | -24.5% |
| 10Y | +90.9% | +144.0% | -53.1% | +20.0% |
| All | +4,405.6% | +1,491.2% | +2,914.4% | +1,190.7% |
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