+318.0%
CORZ vs BWA
+57.0%
+261.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | +26.4% | +7.3% | +19.1% | +21.9% |
| 30D | -6.8% | -15.8% | +9.0% | +2.4% |
| 3M | -31.1% | -25.7% | -5.4% | -19.7% |
| 6M | -36.9% | -19.6% | -17.3% | -28.7% |
| YTD | -1.2% | +14.1% | -15.3% | -5.0% |
| 1Y | -12.5% | +12.2% | -24.7% | -15.3% |
| All | +318.0% | +57.0% | +261.1% | +201.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling