+520.9%
COR vs CNH
+116.5%
+404.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.3% |
| 7D | +0.8% | -1.7% | +2.5% | +1.1% |
| 30D | +5.1% | -7.2% | +12.4% | +6.4% |
| 3M | +2.8% | +6.5% | -3.7% | +1.2% |
| 6M | +32.5% | +7.9% | +24.7% | +29.4% |
| YTD | -0.7% | +26.6% | -27.2% | -6.9% |
| 1Y | -6.7% | +13.8% | -20.5% | -10.8% |
| 3Y | +73.7% | +9.2% | +64.5% | +61.5% |
| 5Y | +177.9% | -15.6% | +193.4% | +167.4% |
| All | +520.9% | +116.5% | +404.4% | +310.1% |
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