+322.1%
CORZ vs CNH
+6.1%
+316.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +23.5% | +3.0% | +20.4% | +22.1% |
| 30D | +7.5% | -0.6% | +8.1% | +7.5% |
| 3M | -26.6% | +14.6% | -41.2% | -31.4% |
| 6M | -39.5% | +11.8% | -51.3% | -43.1% |
| YTD | -0.3% | +30.4% | -30.7% | -13.1% |
| 1Y | -4.2% | +19.1% | -23.3% | -13.4% |
| All | +322.1% | +6.1% | +316.0% | +281.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling