+393.6%
COHR vs CDW
-17.6%
+411.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.8% | -3.7% | -0.1% |
| 7D | +8.3% | +0.9% | +7.4% | +7.4% |
| 30D | -14.1% | +13.1% | -27.2% | -20.7% |
| 3M | -16.0% | +19.7% | -35.7% | -27.6% |
| 6M | +21.5% | +30.7% | -9.3% | -7.1% |
| YTD | +65.4% | +14.7% | +50.7% | +37.6% |
| 1Y | +195.0% | -5.3% | +200.3% | +187.4% |
| 3Y | +830.2% | -23.8% | +854.0% | +964.2% |
| All | +393.6% | -17.6% | +411.2% | +408.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling