+23.9%
CNH vs BWA
+48.6%
-24.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.8% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +32.6% | -5.6% | +38.2% | +35.3% |
| 3M | +29.4% | -10.7% | +40.1% | +34.9% |
| 6M | +26.0% | +23.2% | +2.8% | +15.5% |
| YTD | +52.2% | +46.0% | +6.2% | +26.3% |
| 1Y | +23.9% | +51.2% | -27.3% | +0.4% |
| All | +23.9% | +48.6% | -24.8% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling