+250.7%
CP vs BWA
+95.2%
+155.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | +0.3% |
| 7D | +2.8% | -2.4% | +5.2% | +3.4% |
| 30D | +11.0% | -17.7% | +28.7% | +17.5% |
| 3M | +3.8% | -27.0% | +30.8% | +13.7% |
| 6M | +9.5% | -17.3% | +26.8% | +14.3% |
| YTD | +28.2% | +12.9% | +15.3% | +19.2% |
| 1Y | +33.0% | +12.9% | +20.0% | +23.4% |
| 3Y | +35.5% | +62.1% | -26.6% | +9.0% |
| 5Y | +25.8% | +30.7% | -4.9% | +5.0% |
| 10Y | +250.7% | +89.2% | +161.6% | +124.9% |
| All | +250.7% | +95.2% | +155.5% | +124.9% |
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