+12.9%
CORZ vs BAH
-6.2%
+19.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.5% |
| 7D | +8.4% | -3.2% | +11.6% | +7.4% |
| 30D | -17.8% | +2.0% | -19.8% | -17.2% |
| 3M | -35.9% | -7.6% | -28.3% | -34.5% |
| 6M | +12.9% | -5.7% | +18.6% | +17.5% |
| All | +12.9% | -6.2% | +19.2% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling