+475.2%
COR vs BAH
+199.5%
+275.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.9% | -2.6% | +5.4% | +3.4% |
| 30D | +5.8% | +20.4% | -14.5% | +1.5% |
| 3M | +11.4% | +11.9% | -0.4% | +8.4% |
| 6M | +34.5% | +17.1% | +17.3% | +28.8% |
| YTD | +4.1% | +5.5% | -1.5% | +0.9% |
| 1Y | -3.1% | +5.6% | -8.7% | -6.3% |
| 3Y | +80.9% | -26.5% | +107.4% | +83.0% |
| 5Y | +195.1% | +6.5% | +188.7% | +156.3% |
| All | +475.2% | +199.5% | +275.6% | +269.8% |
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