+1,298.9%
COHR vs CNH
+158.6%
+1,140.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.8% |
| 7D | +8.3% | -5.7% | +14.0% | +11.6% |
| 30D | -14.1% | +26.6% | -40.7% | -26.1% |
| 3M | -16.0% | +31.1% | -47.1% | -29.2% |
| 6M | +21.5% | +24.9% | -3.4% | +5.1% |
| YTD | +65.4% | +48.7% | +16.7% | +28.3% |
| 1Y | +195.0% | +22.2% | +172.8% | +154.3% |
| 3Y | +830.2% | +7.4% | +822.7% | +742.5% |
| 5Y | +397.1% | +10.8% | +386.3% | +330.3% |
| All | +1,298.9% | +158.6% | +1,140.3% | +659.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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