+420.1%
CORZ vs CAH
+144.5%
+275.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +8.4% | +5.4% | +3.0% | +8.3% |
| 30D | -17.8% | +3.3% | -21.1% | -17.9% |
| 3M | -35.9% | +22.8% | -58.7% | -36.2% |
| 6M | +12.9% | +11.3% | +1.7% | +12.6% |
| YTD | +22.9% | +21.1% | +1.7% | +22.3% |
| 1Y | +31.4% | +67.2% | -35.9% | +27.0% |
| All | +420.1% | +144.5% | +275.5% | +451.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling