+241.9%
CORZ vs CAH
+169.4%
+72.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.9% | +3.4% |
| 7D | -11.2% | +8.5% | -19.7% | -10.9% |
| 30D | -26.2% | +17.0% | -43.3% | -26.0% |
| 3M | -44.1% | +14.6% | -58.7% | -44.0% |
| 6M | -52.3% | +42.5% | -94.8% | -52.4% |
| YTD | -19.2% | +33.5% | -52.7% | -19.3% |
| 1Y | -42.9% | +38.5% | -81.4% | -43.1% |
| All | +241.9% | +169.4% | +72.4% | +263.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling