-41.3%
CORZ vs CAH
+38.5%
-79.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.6% | -13.9% | -9.6% |
| 7D | -14.9% | +7.0% | -21.9% | -13.8% |
| 30D | -23.1% | +12.4% | -35.5% | -21.5% |
| 3M | -44.1% | +12.2% | -56.2% | -42.9% |
| 6M | -39.5% | +33.2% | -72.7% | -37.8% |
| YTD | -12.4% | +28.4% | -40.7% | -8.3% |
| 1Y | -41.3% | +35.0% | -76.3% | -37.7% |
| All | -41.3% | +38.5% | -79.8% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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