+1,427.2%
COR vs BAH
+886.2%
+541.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | +2.8% | -3.2% | +6.0% | +3.5% |
| 30D | +4.5% | +2.0% | +2.5% | +4.0% |
| 3M | +22.7% | -7.6% | +30.3% | +24.2% |
| 6M | -9.7% | -5.7% | -4.1% | -9.3% |
| YTD | -1.4% | -11.7% | +10.3% | -0.4% |
| 1Y | +13.9% | -27.4% | +41.3% | +19.7% |
| 3Y | +94.0% | -32.5% | +126.5% | +99.6% |
| 5Y | +184.0% | -3.3% | +187.3% | +161.4% |
| 10Y | +406.8% | +186.0% | +220.8% | +265.7% |
| All | +1,427.2% | +886.2% | +541.0% | +737.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling