+31.5%
CP vs BWA
+12.4%
+19.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +0.9% | +7.3% | -6.4% | -0.1% |
| 30D | +10.3% | -15.8% | +26.2% | +13.0% |
| 3M | +2.3% | -25.7% | +28.0% | +6.6% |
| 6M | +10.7% | -19.6% | +30.3% | +13.6% |
| YTD | +29.3% | +14.1% | +15.2% | +19.5% |
| 1Y | +31.5% | +12.2% | +19.3% | +21.9% |
| All | +31.5% | +12.4% | +19.0% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling