+9,597.4%
CP vs BWA
+2,496.1%
+7,101.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.6% |
| 7D | +2.8% | -5.5% | +8.2% | +4.6% |
| 30D | +10.2% | -21.7% | +31.9% | +19.4% |
| 3M | +2.4% | -25.6% | +28.0% | +12.4% |
| 6M | +7.7% | -17.4% | +25.1% | +13.0% |
| YTD | +26.0% | +9.2% | +16.8% | +18.2% |
| 1Y | +34.6% | +9.7% | +24.9% | +25.9% |
| 3Y | +26.7% | +54.6% | -28.0% | +2.8% |
| 5Y | +24.9% | +26.8% | -1.9% | +5.0% |
| 10Y | +258.6% | +89.0% | +169.6% | +141.7% |
| All | +9,597.4% | +2,496.1% | +7,101.3% | +2,966.6% |
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