+277.2%
COHR vs CHYM
-23.3%
+300.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.0% |
| 7D | +8.3% | -2.3% | +10.6% | +8.6% |
| 30D | -14.1% | +4.4% | -18.6% | -14.9% |
| 3M | -16.0% | +91.3% | -107.3% | -27.6% |
| 6M | +21.5% | +44.0% | -22.5% | +11.0% |
| YTD | +65.4% | +31.1% | +34.3% | +52.5% |
| 1Y | +195.0% | +37.8% | +157.2% | +169.4% |
| All | +277.2% | -23.3% | +300.5% | +279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling