+405.0%
COR vs CNH
+165.6%
+239.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -2.5% |
| 7D | +2.8% | +23.3% | -20.5% | -0.9% |
| 30D | +4.5% | +33.5% | -28.9% | -0.7% |
| 3M | +22.7% | +32.7% | -10.1% | +16.1% |
| 6M | -9.7% | +22.2% | -31.9% | -13.7% |
| YTD | -1.4% | +57.7% | -59.1% | -10.7% |
| 1Y | +13.9% | +28.0% | -14.1% | +7.3% |
| 3Y | +94.0% | +11.5% | +82.4% | +83.0% |
| 5Y | +184.0% | +11.9% | +172.2% | +159.1% |
| All | +405.0% | +165.6% | +239.3% | +239.9% |
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