+1,439.3%
COR vs BAH
+1,056.2%
+383.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -0.9% |
| 7D | +0.8% | -3.5% | +4.4% | +1.6% |
| 30D | +5.1% | +24.3% | -19.1% | +0.4% |
| 3M | +2.8% | +16.3% | -13.5% | -0.7% |
| 6M | +32.5% | +13.6% | +19.0% | +28.0% |
| YTD | -0.7% | +3.5% | -4.1% | -3.1% |
| 1Y | -6.7% | +2.7% | -9.4% | -9.0% |
| 3Y | +73.7% | -26.6% | +100.3% | +76.4% |
| 5Y | +177.9% | +8.5% | +169.3% | +150.1% |
| 10Y | +533.8% | +225.1% | +308.7% | +344.0% |
| All | +1,439.3% | +1,056.2% | +383.0% | +714.7% |
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