+195.0%
COHR vs CHD
+2.3%
+192.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.4% |
| 7D | +8.3% | -4.5% | +12.8% | +4.3% |
| 30D | -14.1% | -6.7% | -7.4% | -18.6% |
| 3M | -16.0% | -2.7% | -13.3% | -16.2% |
| 6M | +21.5% | -4.9% | +26.4% | +19.9% |
| YTD | +65.4% | +13.3% | +52.1% | +90.8% |
| 1Y | +195.0% | +1.0% | +194.0% | +202.1% |
| All | +195.0% | +2.3% | +192.7% | +202.1% |
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