+492.2%
COR vs CAH
+418.0%
+74.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.3% |
| 7D | +7.8% | +3.5% | +4.4% | +5.6% |
| 30D | +7.0% | +13.5% | -6.5% | -1.3% |
| 3M | +16.3% | +21.8% | -5.6% | +2.4% |
| 6M | +41.3% | +51.5% | -10.2% | +8.3% |
| YTD | +7.1% | +38.1% | -30.9% | -12.8% |
| 1Y | -0.8% | +37.7% | -38.5% | -19.1% |
| 3Y | +85.0% | +179.6% | -94.6% | -6.5% |
| 5Y | +203.9% | +504.9% | -301.1% | -9.6% |
| All | +492.2% | +418.0% | +74.2% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling