+661.4%
COR vs CNH
+32.2%
+629.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.2% |
| 7D | +0.8% | -1.7% | +2.5% | +1.1% |
| 30D | +5.1% | -7.2% | +12.4% | +6.3% |
| 3M | +2.8% | +6.5% | -3.7% | +1.3% |
| 6M | +32.5% | +7.9% | +24.7% | +29.7% |
| YTD | -0.7% | +26.6% | -27.2% | -6.2% |
| 1Y | -6.7% | +13.8% | -20.5% | -10.4% |
| 3Y | +73.7% | +9.2% | +64.5% | +63.2% |
| 5Y | +177.9% | -15.6% | +193.4% | +169.0% |
| 10Y | +533.8% | +119.2% | +414.6% | +387.7% |
| All | +661.4% | +32.2% | +629.2% | +508.4% |
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