+160.7%
CNH vs BWA
+142.7%
+18.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +3.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +32.6% | -5.6% | +38.2% | +36.9% |
| 3M | +29.4% | -10.7% | +40.1% | +37.0% |
| 6M | +26.0% | +23.2% | +2.8% | +10.1% |
| YTD | +52.2% | +46.0% | +6.2% | +17.6% |
| 1Y | +23.9% | +51.2% | -27.3% | -6.7% |
| 3Y | +10.1% | +69.6% | -59.4% | -24.9% |
| 5Y | +13.2% | +86.6% | -73.4% | -29.1% |
| 10Y | +160.7% | +152.3% | +8.4% | +33.7% |
| All | +160.7% | +142.7% | +18.0% | +33.7% |
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 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