+31.4%
CORZ vs BWA
+59.1%
-27.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -1.3% |
| 7D | +8.4% | +5.7% | +2.7% | +5.8% |
| 30D | -17.8% | +1.4% | -19.2% | -18.4% |
| 3M | -35.9% | -12.1% | -23.8% | -33.4% |
| 6M | +12.9% | +28.6% | -15.6% | +7.5% |
| YTD | +22.9% | +51.1% | -28.2% | +16.6% |
| 1Y | +31.4% | +55.9% | -24.5% | +28.9% |
| All | +31.4% | +59.1% | -27.7% | +28.9% |
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