+47.0%
CVX vs BWA
+17.4%
+29.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -3.8% |
| 7D | -5.3% | -9.9% | +4.5% | -5.8% |
| 30D | +5.1% | -16.4% | +21.4% | +4.3% |
| 3M | +14.9% | -19.8% | +34.8% | +13.9% |
| 6M | +14.9% | -10.0% | +24.8% | +14.0% |
| YTD | +46.3% | +12.7% | +33.6% | +40.1% |
| 1Y | +47.0% | +15.7% | +31.4% | +40.0% |
| All | +47.0% | +17.4% | +29.7% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling