+13.9%
COR vs BAH
-28.2%
+42.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | +2.8% | -3.2% | +6.0% | +3.0% |
| 30D | +4.5% | +2.0% | +2.5% | +4.4% |
| 3M | +22.7% | -7.6% | +30.3% | +22.6% |
| 6M | -9.7% | -5.7% | -4.1% | -10.0% |
| YTD | -1.4% | -11.7% | +10.3% | -2.1% |
| 1Y | +13.9% | -27.4% | +41.3% | +15.0% |
| All | +13.9% | -28.2% | +42.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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