-10.3%
COR vs BWA
+30.2%
-40.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.6% |
| 7D | -3.9% | +0.1% | -4.0% | -3.8% |
| 30D | -0.3% | -5.6% | +5.2% | -0.9% |
| 3M | +15.9% | -10.7% | +26.6% | +14.4% |
| 6M | -10.3% | +23.2% | -33.4% | -10.1% |
| All | -10.3% | +30.2% | -40.4% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling