+51.6%
COHR vs CHTR
-46.1%
+97.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.7% | -11.7% | -4.2% |
| 7D | -18.6% | +14.1% | -32.7% | -15.0% |
| 30D | -41.5% | +11.6% | -53.1% | -39.0% |
| 3M | -39.7% | -21.4% | -18.3% | -41.9% |
| 6M | -40.9% | -27.3% | -13.6% | -42.1% |
| YTD | +5.7% | -42.4% | +48.1% | +6.7% |
| 1Y | +51.6% | -45.6% | +97.2% | +49.2% |
| All | +51.6% | -46.1% | +97.6% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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