+17,590.3%
COR vs BWA
+2,541.6%
+15,048.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.3% |
| 7D | +0.8% | -5.5% | +6.3% | +1.9% |
| 30D | +5.1% | -21.7% | +26.9% | +10.0% |
| 3M | +2.8% | -25.6% | +28.5% | +8.3% |
| 6M | +32.5% | -17.4% | +50.0% | +36.0% |
| YTD | -0.7% | +9.2% | -9.8% | -4.6% |
| 1Y | -6.7% | +9.7% | -16.4% | -10.6% |
| 3Y | +73.7% | +54.6% | +19.1% | +52.0% |
| 5Y | +177.9% | +26.8% | +151.1% | +147.0% |
| 10Y | +533.8% | +89.0% | +444.8% | +395.1% |
| All | +17,590.3% | +2,541.6% | +15,048.7% | +7,188.8% |
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 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