+398.1%
COR vs BAH
+182.5%
+215.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.7% |
| 7D | -1.9% | -4.3% | +2.4% | -0.9% |
| 30D | +1.5% | -4.5% | +6.0% | +2.5% |
| 3M | +18.7% | -7.6% | +26.3% | +20.3% |
| 6M | -9.0% | -10.6% | +1.6% | -7.4% |
| YTD | -3.3% | -12.6% | +9.3% | -2.1% |
| 1Y | +9.8% | -27.0% | +36.8% | +15.9% |
| 3Y | +87.4% | -31.5% | +118.8% | +89.5% |
| 5Y | +180.5% | -3.8% | +184.3% | +144.2% |
| 10Y | +398.1% | +183.9% | +214.2% | +170.1% |
| All | +398.1% | +182.5% | +215.6% | +170.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling