-12.5%
CORZ vs CAH
+37.7%
-50.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.2% |
| 7D | +26.4% | +3.9% | +22.5% | +27.4% |
| 30D | -6.8% | +16.0% | -22.8% | -3.8% |
| 3M | -31.1% | +19.1% | -50.2% | -28.8% |
| 6M | -36.9% | +53.0% | -89.9% | -34.1% |
| YTD | -1.2% | +36.6% | -37.9% | +4.9% |
| 1Y | -12.5% | +37.4% | -49.9% | -8.1% |
| All | -12.5% | +37.7% | -50.2% | -8.1% |
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