+85.0%
COR vs BAH
-26.8%
+111.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.2% | +3.0% |
| 7D | +7.8% | +1.7% | +6.1% | +7.7% |
| 30D | +7.0% | +20.8% | -13.8% | +5.9% |
| 3M | +16.3% | +11.6% | +4.7% | +15.5% |
| 6M | +41.3% | +23.1% | +18.2% | +39.4% |
| YTD | +7.1% | +5.3% | +1.9% | +6.0% |
| 1Y | -0.8% | +6.1% | -7.0% | -1.8% |
| 3Y | +85.0% | -27.5% | +112.5% | +86.8% |
| All | +85.0% | -26.8% | +111.8% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling