+37.5%
CVX vs BWA
+59.1%
-21.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.0% | -1.2% |
| 7D | +3.3% | +5.7% | -2.3% | +3.6% |
| 30D | +12.9% | +1.4% | +11.5% | +13.0% |
| 3M | +11.7% | -12.1% | +23.8% | +11.6% |
| 6M | +14.1% | +28.6% | -14.4% | +14.8% |
| YTD | +40.7% | +51.1% | -10.4% | +40.0% |
| 1Y | +37.5% | +55.9% | -18.4% | +36.4% |
| All | +37.5% | +59.1% | -21.6% | +36.4% |
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