+195.8%
COR vs CAH
+512.9%
-317.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.2% | +5.9% | -7.1% | -4.5% |
| 30D | +7.6% | +16.5% | -8.9% | -1.5% |
| 3M | +5.0% | +15.7% | -10.7% | -3.5% |
| 6M | +35.3% | +52.7% | -17.4% | +6.3% |
| YTD | +4.2% | +36.3% | -32.1% | -12.5% |
| 1Y | -3.4% | +36.7% | -40.2% | -19.0% |
| 3Y | +81.1% | +178.2% | -97.0% | +1.4% |
| 5Y | +195.8% | +515.8% | -320.0% | +0.3% |
| All | +195.8% | +512.9% | -317.1% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling