-41.3%
CORZ vs CNH
+15.2%
-56.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.2% | -10.2% | -10.4% |
| 7D | -14.9% | +6.5% | -21.4% | -16.1% |
| 30D | -23.1% | -12.0% | -11.2% | -21.1% |
| 3M | -44.1% | +4.4% | -48.4% | -45.2% |
| 6M | -39.5% | +15.7% | -55.2% | -42.1% |
| YTD | -12.4% | +28.2% | -40.6% | -16.7% |
| 1Y | -41.3% | +14.8% | -56.1% | -45.4% |
| All | -41.3% | +15.2% | -56.5% | -45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling