+1,514.3%
COHR vs CNH
+59.0%
+1,455.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.6% |
| 7D | +13.0% | +1.8% | +11.1% | +11.6% |
| 30D | -6.7% | +32.6% | -39.3% | -20.2% |
| 3M | -14.7% | +29.4% | -44.2% | -26.3% |
| 6M | +20.3% | +26.0% | -5.7% | +5.4% |
| YTD | +64.4% | +52.2% | +12.2% | +29.9% |
| 1Y | +205.9% | +23.9% | +182.0% | +166.6% |
| 3Y | +814.1% | +10.1% | +804.0% | +730.2% |
| 5Y | +387.4% | +13.2% | +374.2% | +329.6% |
| 10Y | +1,308.9% | +160.7% | +1,148.3% | +760.2% |
| All | +1,514.3% | +59.0% | +1,455.3% | +990.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling