-31.5%
CPB vs BWA
+27.1%
-58.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.4% |
| 7D | +8.0% | -5.5% | +13.4% | +8.2% |
| 30D | +22.4% | -21.7% | +44.1% | +23.5% |
| 3M | +3.8% | -25.6% | +29.5% | +4.9% |
| 6M | +13.7% | -17.4% | +31.1% | +13.5% |
| YTD | -11.7% | +9.2% | -20.9% | -14.2% |
| 1Y | -18.1% | +9.7% | -27.9% | -20.6% |
| 3Y | -34.7% | +54.6% | -89.4% | -39.0% |
| All | -31.5% | +27.1% | -58.6% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling