+26.1%
COHR vs CHYM
+63.9%
-37.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +1.0% | -14.0% | -13.1% |
| 7D | -28.4% | +4.5% | -33.0% | -28.7% |
| 30D | -49.8% | +9.2% | -59.0% | -50.1% |
| 3M | -48.3% | +16.4% | -64.7% | -50.3% |
| 6M | -49.4% | +45.2% | -94.6% | -53.5% |
| YTD | -8.0% | +19.9% | -27.9% | -14.3% |
| 1Y | +26.1% | +57.8% | -31.8% | +13.0% |
| All | +26.1% | +63.9% | -37.8% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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