+96.3%
COR vs CNH
+9.6%
+86.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -1.7% |
| 7D | +2.8% | +23.3% | -20.5% | +3.7% |
| 30D | +4.5% | +33.5% | -28.9% | +5.9% |
| 3M | +22.7% | +32.7% | -10.1% | +24.3% |
| 6M | -9.7% | +22.2% | -31.9% | -8.5% |
| YTD | -1.4% | +57.7% | -59.1% | +0.7% |
| 1Y | +13.9% | +28.0% | -14.1% | +15.8% |
| All | +96.3% | +9.6% | +86.8% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling