+17,451.9%
COR vs CAH
+3,890.0%
+13,561.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | +2.8% | +5.4% | -2.6% | -0.1% |
| 30D | +4.5% | +3.3% | +1.2% | +2.8% |
| 3M | +22.7% | +22.8% | -0.1% | +9.9% |
| 6M | -9.7% | +11.3% | -21.0% | -14.7% |
| YTD | -1.4% | +21.1% | -22.6% | -11.0% |
| 1Y | +13.9% | +67.2% | -53.3% | -14.0% |
| 3Y | +94.0% | +195.6% | -101.7% | +6.4% |
| 5Y | +184.0% | +413.8% | -229.8% | +14.8% |
| 10Y | +406.8% | +309.6% | +97.2% | +122.8% |
| All | +17,451.9% | +3,890.0% | +13,561.9% | +2,941.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling