+1,298.9%
COHR vs CHTR
-44.7%
+1,343.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +3.3% |
| 7D | +8.3% | -4.1% | +12.4% | +9.1% |
| 30D | -14.1% | -3.0% | -11.2% | -14.4% |
| 3M | -16.0% | +4.8% | -20.8% | -18.9% |
| 6M | +21.5% | -35.0% | +56.5% | +31.3% |
| YTD | +65.4% | -30.2% | +95.6% | +72.4% |
| 1Y | +195.0% | -44.8% | +239.8% | +231.7% |
| 3Y | +830.2% | -66.6% | +896.7% | +1,103.0% |
| 5Y | +397.1% | -81.5% | +478.6% | +699.7% |
| All | +1,298.9% | -44.7% | +1,343.6% | +1,343.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling