+33.3%
CP vs BWA
+15.7%
+17.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | +1.3% |
| 7D | +2.8% | -0.6% | +3.4% | +2.8% |
| 30D | +11.3% | -16.1% | +27.4% | +14.1% |
| 3M | +2.9% | -24.6% | +27.5% | +7.0% |
| 6M | +9.8% | -15.7% | +25.5% | +11.7% |
| YTD | +28.5% | +15.1% | +13.5% | +18.6% |
| All | +33.3% | +15.7% | +17.6% | +22.5% |
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