-31.0%
CPB vs BWA
+48.6%
-79.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.5% |
| 7D | -8.0% | +0.1% | -8.1% | -8.0% |
| 30D | -2.4% | -5.6% | +3.1% | -2.6% |
| 3M | +0.5% | -10.7% | +11.2% | +0.7% |
| 6M | -10.5% | +23.2% | -33.6% | -12.2% |
| YTD | -17.5% | +46.0% | -63.5% | -21.4% |
| 1Y | -31.0% | +51.2% | -82.2% | -34.9% |
| All | -31.0% | +48.6% | -79.7% | -34.9% |
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