+420.1%
CORZ vs BWA
+107.9%
+312.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -1.4% |
| 7D | +8.4% | +5.7% | +2.7% | +5.5% |
| 30D | -17.8% | +1.4% | -19.2% | -18.5% |
| 3M | -35.9% | -12.1% | -23.8% | -32.1% |
| 6M | +12.9% | +28.6% | -15.6% | +2.7% |
| YTD | +22.9% | +51.1% | -28.2% | +2.2% |
| 1Y | +31.4% | +55.9% | -24.5% | +7.0% |
| All | +420.1% | +107.9% | +312.2% | +224.9% |
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 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