-34.1%
CORZ vs BAH
+2.1%
-36.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.6% | +6.6% | +8.2% |
| 7D | +1.7% | -1.5% | +3.2% | +1.6% |
| 30D | -17.5% | +17.3% | -34.7% | -17.4% |
| 3M | -39.5% | +14.9% | -54.3% | -39.4% |
| 6M | -44.5% | +14.2% | -58.7% | -43.2% |
| YTD | -12.6% | +5.1% | -17.8% | -13.3% |
| All | -34.1% | +2.1% | -36.1% | -33.7% |
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 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