+238.8%
CPB vs BWA
+2,583.4%
-2,344.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | +2.9% | -2.4% | +5.3% | +3.1% |
| 30D | +17.6% | -17.7% | +35.3% | +19.8% |
| 3M | +2.0% | -27.0% | +29.0% | +5.1% |
| 6M | +11.6% | -17.3% | +28.9% | +13.0% |
| YTD | -13.8% | +12.9% | -26.6% | -16.1% |
| 1Y | -21.6% | +12.9% | -34.5% | -23.7% |
| 3Y | -35.8% | +62.1% | -97.9% | -40.6% |
| 5Y | -33.3% | +30.7% | -64.0% | -37.6% |
| 10Y | -39.4% | +89.2% | -128.6% | -47.6% |
| All | +238.8% | +2,583.4% | -2,344.5% | +113.1% |
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