+655.4%
COR vs CNH
+64.7%
+590.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -2.5% |
| 7D | +2.8% | +23.3% | -20.5% | -0.6% |
| 30D | +4.5% | +33.5% | -28.9% | -0.3% |
| 3M | +22.7% | +32.7% | -10.1% | +16.7% |
| 6M | -9.7% | +22.2% | -31.9% | -13.4% |
| YTD | -1.4% | +57.7% | -59.1% | -9.8% |
| 1Y | +13.9% | +28.0% | -14.1% | +7.8% |
| 3Y | +94.0% | +11.5% | +82.4% | +83.9% |
| 5Y | +184.0% | +11.9% | +172.2% | +162.3% |
| 10Y | +406.8% | +162.8% | +244.0% | +278.7% |
| All | +655.4% | +64.7% | +590.7% | +484.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling