+9.8%
COR vs CNH
+20.6%
-10.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.7% | -2.2% |
| 7D | -1.9% | +8.8% | -10.7% | -1.3% |
| 30D | +1.5% | +24.7% | -23.1% | +3.2% |
| 3M | +18.7% | +27.3% | -8.6% | +21.1% |
| 6M | -9.0% | +23.2% | -32.2% | -6.8% |
| YTD | -3.3% | +48.9% | -52.2% | +0.2% |
| 1Y | +9.8% | +19.4% | -9.6% | +13.5% |
| All | +9.8% | +20.6% | -10.7% | +13.5% |
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