+216.6%
CPB vs BWA
+3,492.4%
-3,275.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.1% | -3.7% |
| 7D | -8.6% | +5.7% | -14.3% | -9.2% |
| 30D | -7.2% | +1.4% | -8.7% | -7.5% |
| 3M | +0.9% | -12.1% | +13.0% | +2.0% |
| 6M | -11.8% | +28.6% | -40.4% | -14.8% |
| YTD | -19.4% | +51.1% | -70.5% | -23.8% |
| 1Y | -30.4% | +55.9% | -86.3% | -34.5% |
| 3Y | -40.2% | +70.1% | -110.3% | -44.8% |
| 5Y | -39.5% | +90.7% | -130.2% | -45.6% |
| 10Y | -47.4% | +154.0% | -201.4% | -55.8% |
| All | +216.6% | +3,492.4% | -3,275.7% | +93.6% |
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 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