+205.5%
COR vs CNH
-17.7%
+223.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.8% |
| 7D | +7.6% | +3.0% | +4.6% | +7.4% |
| 30D | +6.8% | -0.6% | +7.4% | +6.8% |
| 3M | +16.0% | +14.6% | +1.4% | +15.2% |
| 6M | +41.0% | +11.8% | +29.3% | +39.9% |
| YTD | +6.9% | +30.4% | -23.5% | +4.7% |
| 1Y | -1.0% | +19.1% | -20.1% | -2.5% |
| 3Y | +84.6% | +30.2% | +54.5% | +75.1% |
| All | +205.5% | -17.7% | +223.2% | +209.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling