+8.7%
CNH vs BWA
+88.6%
-79.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -4.5% |
| 7D | +8.8% | +4.3% | +4.5% | +6.5% |
| 30D | +24.7% | -2.9% | +27.6% | +26.6% |
| 3M | +27.3% | -12.4% | +39.8% | +36.0% |
| 6M | +23.2% | +28.6% | -5.4% | +5.5% |
| YTD | +48.9% | +48.2% | +0.7% | +14.4% |
| 1Y | +19.4% | +50.9% | -31.5% | -9.7% |
| 3Y | +7.8% | +72.2% | -64.4% | -27.4% |
| 5Y | +8.7% | +91.1% | -82.3% | -36.5% |
| All | +8.7% | +88.6% | -79.9% | -36.5% |
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