-3.1%
COR vs BAH
+3.0%
-6.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.9% | -2.6% | +5.4% | +3.1% |
| 30D | +5.8% | +20.4% | -14.5% | +4.2% |
| 3M | +11.4% | +11.9% | -0.4% | +10.2% |
| 6M | +34.5% | +17.1% | +17.3% | +31.8% |
| YTD | +4.1% | +5.5% | -1.5% | +0.3% |
| 1Y | -3.1% | +5.6% | -8.7% | -6.8% |
| All | -3.1% | +3.0% | -6.2% | -6.8% |
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 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