+238.9%
CRM vs BWA
+156.8%
+82.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.5% | +1.6% |
| 7D | -4.4% | -1.3% | -3.1% | -4.1% |
| 30D | +28.1% | -2.9% | +31.1% | +28.8% |
| 3M | +48.8% | -10.7% | +59.5% | +52.3% |
| 6M | +28.3% | +26.5% | +1.8% | +17.9% |
| YTD | -6.0% | +49.1% | -55.1% | -19.3% |
| 1Y | +1.4% | +52.1% | -50.6% | -13.6% |
| 3Y | +11.8% | +72.6% | -60.7% | -11.0% |
| 5Y | -2.0% | +89.4% | -91.4% | -26.2% |
| All | +238.9% | +156.8% | +82.1% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling