-41.5%
CPB vs BWA
+75.7%
-117.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.1% | -3.5% |
| 7D | -8.6% | +5.7% | -14.3% | -8.7% |
| 30D | -7.2% | +1.4% | -8.7% | -7.3% |
| 3M | +0.9% | -12.1% | +13.0% | +1.6% |
| 6M | -11.8% | +28.6% | -40.4% | -13.6% |
| YTD | -19.4% | +51.1% | -70.5% | -22.3% |
| 1Y | -30.4% | +55.9% | -86.3% | -33.1% |
| All | -41.5% | +75.7% | -117.2% | -45.6% |
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 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