-42.9%
CORZ vs CNH
+11.5%
-54.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.6% | +2.8% |
| 7D | -11.2% | -1.7% | -9.5% | -10.9% |
| 30D | -26.2% | -7.2% | -19.0% | -25.0% |
| 3M | -44.1% | +6.5% | -50.7% | -45.5% |
| 6M | -52.3% | +7.9% | -60.1% | -53.4% |
| YTD | -19.2% | +26.6% | -45.8% | -22.1% |
| 1Y | -42.9% | +13.8% | -56.6% | -46.5% |
| All | -42.9% | +11.5% | -54.4% | -46.5% |
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