-3.6%
COR vs BWA
+13.5%
-17.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +0.8% |
| 7D | +2.4% | -2.4% | +4.8% | +2.3% |
| 30D | +7.7% | -17.7% | +25.4% | +6.7% |
| 3M | +7.5% | -27.0% | +34.5% | +5.9% |
| 6M | +34.1% | -17.3% | +51.4% | +32.5% |
| YTD | +3.9% | +12.9% | -9.0% | +1.3% |
| 1Y | -3.6% | +12.9% | -16.5% | -6.5% |
| All | -3.6% | +13.5% | -17.1% | -6.5% |
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