+20.4%
CP vs BWA
+53.0%
-32.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | +2.4% | +4.3% | -1.9% | +1.7% |
| 30D | -0.5% | -2.9% | +2.4% | -0.2% |
| 3M | +1.4% | -12.4% | +13.8% | +3.6% |
| 6M | +10.3% | +28.6% | -18.2% | +5.2% |
| YTD | +24.3% | +48.2% | -23.9% | +12.3% |
| 1Y | +20.4% | +50.9% | -30.5% | +8.4% |
| All | +20.4% | +53.0% | -32.6% | +8.4% |
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