+51.6%
COHR vs CHRW
-10.6%
+62.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.0% |
| 7D | -18.6% | +4.9% | -23.5% | -19.1% |
| 30D | -41.5% | -4.8% | -36.7% | -41.2% |
| 3M | -39.7% | -13.1% | -26.6% | -38.5% |
| 6M | -40.9% | -16.3% | -24.5% | -39.9% |
| YTD | +5.7% | -15.8% | +21.5% | +6.9% |
| 1Y | +51.6% | -11.1% | +62.7% | +56.1% |
| All | +51.6% | -10.6% | +62.2% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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