+1,775.2%
COHR vs CHTR
+316.5%
+1,458.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +3.2% |
| 7D | +8.3% | -4.1% | +12.4% | +9.3% |
| 30D | -14.1% | -3.0% | -11.2% | -14.4% |
| 3M | -16.0% | +4.8% | -20.8% | -19.3% |
| 6M | +21.5% | -35.0% | +56.5% | +31.7% |
| YTD | +65.4% | -30.2% | +95.6% | +72.7% |
| 1Y | +195.0% | -44.8% | +239.8% | +232.5% |
| 3Y | +830.2% | -66.6% | +896.7% | +1,098.3% |
| 5Y | +397.1% | -81.5% | +478.6% | +684.5% |
| 10Y | +1,317.7% | -44.8% | +1,362.5% | +1,316.0% |
| All | +1,775.2% | +316.5% | +1,458.7% | +508.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling