+830.2%
COHR vs CDW
-24.7%
+854.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.8% | -3.7% | +1.3% |
| 7D | +8.3% | +0.9% | +7.4% | +7.7% |
| 30D | -14.1% | +13.1% | -27.2% | -18.7% |
| 3M | -16.0% | +19.7% | -35.7% | -24.3% |
| 6M | +21.5% | +30.7% | -9.3% | -0.9% |
| YTD | +65.4% | +14.7% | +50.7% | +46.2% |
| 1Y | +195.0% | -5.3% | +200.3% | +205.0% |
| 3Y | +830.2% | -23.8% | +854.0% | +880.4% |
| All | +830.2% | -24.7% | +854.8% | +880.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 3y: compounded portfolio wealth divided by compounded CDW 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…
3y analysis · Full analysis span regression · 6 months rolling