+3.5%
COR vs CAH
+38.5%
-35.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +1.2% |
| 7D | +9.1% | +7.0% | +2.1% | +3.5% |
| 30D | +12.4% | +12.4% | 0.0% | +2.5% |
| 3M | +15.8% | +12.2% | +3.7% | +5.8% |
| 6M | +17.1% | +33.2% | -16.1% | -6.3% |
| YTD | +5.4% | +28.4% | -22.9% | -12.6% |
| 1Y | +3.5% | +35.0% | -31.5% | -18.5% |
| All | +3.5% | +38.5% | -35.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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