+65,045.6%
COHR vs CHD
+9,760.0%
+55,285.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.1% |
| 7D | +8.3% | -4.5% | +12.8% | +9.2% |
| 30D | -14.1% | -6.7% | -7.4% | -13.2% |
| 3M | -16.0% | -2.7% | -13.3% | -16.1% |
| 6M | +21.5% | -4.9% | +26.4% | +21.6% |
| YTD | +65.4% | +13.3% | +52.1% | +59.7% |
| 1Y | +195.0% | +1.0% | +194.0% | +190.2% |
| 3Y | +830.2% | +1.3% | +828.8% | +797.5% |
| 5Y | +397.1% | +20.8% | +376.3% | +356.0% |
| 10Y | +1,317.7% | +126.1% | +1,191.6% | +1,012.4% |
| All | +65,045.6% | +9,760.0% | +55,285.6% | +30,916.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling