+246.9%
CPB vs BWA
+2,496.1%
-2,249.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.6% |
| 7D | +8.0% | -5.5% | +13.4% | +8.6% |
| 30D | +22.4% | -21.7% | +44.1% | +25.4% |
| 3M | +3.8% | -25.6% | +29.5% | +6.8% |
| 6M | +13.7% | -17.4% | +31.1% | +15.0% |
| YTD | -11.7% | +9.2% | -20.9% | -13.8% |
| 1Y | -18.1% | +9.7% | -27.9% | -20.2% |
| 3Y | -34.7% | +54.6% | -89.4% | -39.3% |
| 5Y | -30.6% | +26.8% | -57.3% | -34.9% |
| 10Y | -37.1% | +89.0% | -126.1% | -45.7% |
| All | +246.9% | +2,496.1% | -2,249.2% | +119.0% |
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