+1,298.9%
COHR vs CHRW
+183.1%
+1,115.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.1% |
| 7D | +8.3% | +3.5% | +4.9% | +6.9% |
| 30D | -14.1% | +4.6% | -18.7% | -15.7% |
| 3M | -16.0% | -19.7% | +3.7% | -9.5% |
| 6M | +21.5% | -12.4% | +33.9% | +25.0% |
| YTD | +65.4% | -3.9% | +69.3% | +62.6% |
| 1Y | +195.0% | +18.4% | +176.6% | +161.0% |
| 3Y | +830.2% | +88.8% | +741.3% | +536.9% |
| 5Y | +397.1% | +93.5% | +303.6% | +230.4% |
| All | +1,298.9% | +183.1% | +1,115.7% | +669.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling