+1,749.4%
COHR vs CDW
+837.2%
+912.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.3% |
| 7D | +13.0% | -4.2% | +17.2% | +15.2% |
| 30D | -6.7% | +4.9% | -11.5% | -10.2% |
| 3M | -14.7% | +7.3% | -22.0% | -21.6% |
| 6M | +20.3% | +19.2% | +1.1% | -0.8% |
| YTD | +64.4% | +6.2% | +58.2% | +43.7% |
| 1Y | +205.9% | -14.0% | +219.9% | +206.0% |
| 3Y | +814.1% | -30.0% | +844.1% | +952.0% |
| 5Y | +387.4% | -23.6% | +411.0% | +432.4% |
| 10Y | +1,308.9% | +269.4% | +1,039.5% | +670.5% |
| All | +1,749.4% | +837.2% | +912.2% | +768.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling