+17,451.9%
COR vs BWA
+3,555.3%
+13,896.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.6% | -2.4% |
| 7D | +2.8% | +5.7% | -2.9% | +1.7% |
| 30D | +4.5% | +1.4% | +3.1% | +4.1% |
| 3M | +22.7% | -12.1% | +34.8% | +25.1% |
| 6M | -9.7% | +28.6% | -38.3% | -14.9% |
| YTD | -1.4% | +51.1% | -52.5% | -10.8% |
| 1Y | +13.9% | +55.9% | -41.9% | +2.3% |
| 3Y | +94.0% | +70.1% | +23.8% | +67.2% |
| 5Y | +184.0% | +90.7% | +93.3% | +133.5% |
| 10Y | +406.8% | +154.0% | +252.8% | +275.0% |
| All | +17,451.9% | +3,555.3% | +13,896.6% | +6,718.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling