+38.4%
CP vs BWA
+64.0%
-25.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +2.1% | +4.3% | -2.1% | +1.1% |
| 30D | +9.3% | -13.0% | +22.3% | +12.9% |
| 3M | +0.5% | -24.8% | +25.3% | +7.4% |
| 6M | +10.4% | -23.5% | +33.9% | +16.8% |
| YTD | +28.7% | +13.8% | +14.9% | +18.4% |
| 1Y | +33.2% | +13.4% | +19.7% | +22.5% |
| 3Y | +38.4% | +62.8% | -24.3% | +8.1% |
| All | +38.4% | +64.0% | -25.5% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling