+241.9%
CORZ vs BAH
-30.1%
+272.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.4% | +7.8% | +3.8% |
| 7D | -11.2% | -3.5% | -7.7% | -11.0% |
| 30D | -26.2% | +24.3% | -50.5% | -28.3% |
| 3M | -44.1% | +16.3% | -60.5% | -45.5% |
| 6M | -52.3% | +13.6% | -65.8% | -53.1% |
| YTD | -19.2% | +3.5% | -22.7% | -19.7% |
| 1Y | -42.9% | +2.7% | -45.6% | -43.0% |
| All | +241.9% | -30.1% | +272.0% | +235.3% |
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