+491.1%
COR vs CNH
+106.0%
+385.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.8% |
| 7D | +7.6% | +3.0% | +4.6% | +7.0% |
| 30D | +6.8% | -0.6% | +7.4% | +6.8% |
| 3M | +16.0% | +14.6% | +1.4% | +12.8% |
| 6M | +41.0% | +11.8% | +29.3% | +36.8% |
| YTD | +6.9% | +30.4% | -23.5% | -0.2% |
| 1Y | -1.0% | +19.1% | -20.1% | -6.0% |
| 3Y | +84.6% | +30.2% | +54.5% | +65.0% |
| 5Y | +203.3% | -17.8% | +221.1% | +195.3% |
| All | +491.1% | +106.0% | +385.0% | +378.6% |
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