+13.9%
COR vs CNH
+29.2%
-15.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -1.6% |
| 7D | +2.8% | +23.3% | -20.5% | +4.2% |
| 30D | +4.5% | +33.5% | -28.9% | +6.7% |
| 3M | +22.7% | +32.7% | -10.1% | +25.3% |
| 6M | -9.7% | +22.2% | -31.9% | -7.6% |
| YTD | -1.4% | +57.7% | -59.1% | +2.4% |
| 1Y | +13.9% | +28.0% | -14.1% | +18.4% |
| All | +13.9% | +29.2% | -15.3% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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