+9,516.5%
CP vs BWA
+3,492.4%
+6,024.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.6% |
| 7D | -2.7% | +5.7% | -8.3% | -4.5% |
| 30D | +0.2% | +1.4% | -1.2% | -0.5% |
| 3M | +2.6% | -12.1% | +14.7% | +6.5% |
| 6M | +6.0% | +28.6% | -22.6% | -4.1% |
| YTD | +24.9% | +51.1% | -26.2% | +5.5% |
| 1Y | +20.1% | +55.9% | -35.8% | 0.0% |
| 3Y | +16.4% | +70.1% | -53.7% | -8.5% |
| 5Y | +31.7% | +90.7% | -58.9% | -3.5% |
| 10Y | +223.9% | +154.0% | +69.9% | +98.0% |
| All | +9,516.5% | +3,492.4% | +6,024.1% | +2,636.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling