+486.6%
COR vs CNH
+107.8%
+378.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.2% | +1.6% |
| 7D | +2.4% | +4.5% | -2.1% | +1.6% |
| 30D | +7.7% | +7.6% | 0.0% | +6.2% |
| 3M | +7.5% | +17.0% | -9.5% | +4.1% |
| 6M | +34.1% | +12.9% | +21.2% | +29.9% |
| YTD | +3.9% | +34.3% | -30.4% | -3.5% |
| 1Y | -3.6% | +28.5% | -32.2% | -9.9% |
| 3Y | +80.5% | +31.9% | +48.7% | +61.2% |
| 5Y | +194.9% | -9.6% | +204.5% | +180.3% |
| 10Y | +486.6% | +106.3% | +380.3% | +372.7% |
| All | +486.6% | +107.8% | +378.8% | +372.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling