+257.6%
CP vs BWA
+101.5%
+156.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | +0.4% |
| 7D | +2.8% | -0.6% | +3.4% | +2.8% |
| 30D | +11.3% | -16.1% | +27.4% | +17.1% |
| 3M | +2.9% | -24.6% | +27.5% | +11.5% |
| 6M | +9.8% | -15.7% | +25.5% | +13.9% |
| YTD | +28.5% | +15.1% | +13.5% | +18.8% |
| 1Y | +33.5% | +15.9% | +17.6% | +22.9% |
| 3Y | +31.9% | +67.1% | -35.2% | +5.1% |
| 5Y | +25.5% | +34.7% | -9.2% | +3.8% |
| 10Y | +257.6% | +99.5% | +158.1% | +124.7% |
| All | +257.6% | +101.5% | +156.1% | +124.7% |
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