+51.6%
COHR vs CHD
+30.9%
+20.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -3.1% |
| 7D | -18.6% | +6.9% | -25.5% | -11.9% |
| 30D | -41.5% | +17.1% | -58.6% | -30.2% |
| 3M | -39.7% | +9.1% | -48.8% | -32.0% |
| 6M | -40.9% | +21.4% | -62.2% | -26.0% |
| YTD | +5.7% | +34.9% | -29.2% | +58.3% |
| 1Y | +51.6% | +31.0% | +20.5% | +117.2% |
| All | +51.6% | +30.9% | +20.7% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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