+180.5%
COR vs BWA
+88.6%
+91.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.8% |
| 7D | -1.9% | +4.3% | -6.2% | -2.1% |
| 30D | +1.5% | -2.9% | +4.4% | +1.6% |
| 3M | +18.7% | -12.4% | +31.1% | +19.3% |
| 6M | -9.0% | +28.6% | -37.6% | -10.6% |
| YTD | -3.3% | +48.2% | -51.5% | -6.3% |
| 1Y | +9.8% | +50.9% | -41.1% | +6.2% |
| 3Y | +87.4% | +72.2% | +15.2% | +79.3% |
| 5Y | +180.5% | +91.1% | +89.4% | +152.8% |
| All | +180.5% | +88.6% | +91.9% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling