-43.4%
CPB vs BWA
+142.7%
-186.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | -8.0% | +0.1% | -8.1% | -8.0% |
| 30D | -2.4% | -5.6% | +3.1% | -2.1% |
| 3M | +0.5% | -10.7% | +11.2% | +1.1% |
| 6M | -10.5% | +23.2% | -33.6% | -12.1% |
| YTD | -17.5% | +46.0% | -63.5% | -20.3% |
| 1Y | -31.0% | +51.2% | -82.2% | -33.6% |
| 3Y | -40.6% | +69.6% | -110.2% | -43.7% |
| 5Y | -37.7% | +86.6% | -124.3% | -41.9% |
| 10Y | -43.4% | +152.3% | -195.7% | -47.5% |
| All | -43.4% | +142.7% | -186.1% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling