+420.1%
CORZ vs CNH
+28.3%
+391.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -1.5% |
| 7D | +8.4% | +23.3% | -14.9% | +0.3% |
| 30D | -17.8% | +33.5% | -51.3% | -26.4% |
| 3M | -35.9% | +32.7% | -68.6% | -42.6% |
| 6M | +12.9% | +22.2% | -9.2% | +3.7% |
| YTD | +22.9% | +57.7% | -34.8% | +1.0% |
| 1Y | +31.4% | +28.0% | +3.4% | +17.7% |
| All | +420.1% | +28.3% | +391.7% | +343.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling