+20.3%
COHR vs CNH
+27.5%
-7.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.7% |
| 7D | +13.0% | +1.8% | +11.1% | +11.3% |
| 30D | -6.7% | +32.6% | -39.3% | -23.4% |
| 3M | -14.7% | +29.4% | -44.2% | -28.8% |
| 6M | +20.3% | +26.0% | -5.7% | -0.6% |
| All | +20.3% | +27.5% | -7.2% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling