+5,676.4%
CRM vs BWA
+757.3%
+4,919.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | +23.6% | -5.6% | +29.2% | +26.0% |
| 3M | +39.6% | -10.7% | +50.3% | +44.4% |
| 6M | +23.4% | +23.2% | +0.3% | +9.7% |
| YTD | -7.4% | +46.0% | -53.4% | -25.4% |
| 1Y | -2.3% | +51.2% | -53.5% | -22.8% |
| 3Y | +10.5% | +69.6% | -59.0% | -20.3% |
| 5Y | -4.7% | +86.6% | -91.3% | -36.2% |
| 10Y | +234.7% | +152.3% | +82.4% | +69.1% |
| All | +5,676.4% | +757.3% | +4,919.1% | +1,437.9% |
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