+43.0%
CNH vs BWA
+37.7%
+5.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.4% | -3.3% |
| 7D | +4.5% | -2.4% | +7.0% | +6.1% |
| 30D | +7.6% | -17.7% | +25.3% | +19.4% |
| 3M | +17.0% | -27.0% | +44.0% | +38.0% |
| 6M | +12.9% | -17.3% | +30.3% | +22.7% |
| YTD | +34.3% | +12.9% | +21.4% | +20.0% |
| 1Y | +28.5% | +12.9% | +15.6% | +14.8% |
| 3Y | +31.9% | +62.1% | -30.2% | -6.0% |
| 5Y | -9.6% | +30.7% | -40.3% | -29.6% |
| 10Y | +106.3% | +89.2% | +17.1% | +23.4% |
| All | +43.0% | +37.7% | +5.3% | -4.7% |
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