+34.8%
CNH vs BWA
+33.3%
+1.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +1.3% |
| 7D | -1.7% | -5.5% | +3.8% | +1.3% |
| 30D | -7.2% | -21.7% | +14.5% | +5.6% |
| 3M | +6.5% | -25.6% | +32.2% | +24.0% |
| 6M | +7.9% | -17.4% | +25.3% | +16.9% |
| YTD | +26.6% | +9.2% | +17.4% | +15.0% |
| 1Y | +13.8% | +9.7% | +4.0% | +2.9% |
| 3Y | +9.2% | +54.6% | -45.4% | -20.3% |
| 5Y | -15.6% | +26.8% | -42.3% | -33.3% |
| 10Y | +119.2% | +89.0% | +30.2% | +31.1% |
| All | +34.8% | +33.3% | +1.6% | -8.7% |
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