+830.2%
COHR vs ODFL
-13.7%
+843.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +8.3% | -3.3% | +11.6% | +9.8% |
| 30D | -14.1% | -15.3% | +1.1% | -8.2% |
| 3M | -16.0% | -27.3% | +11.3% | -5.0% |
| 6M | +21.5% | -4.5% | +26.0% | +22.0% |
| YTD | +65.4% | +15.1% | +50.3% | +51.7% |
| 1Y | +195.0% | +21.1% | +173.9% | +163.0% |
| 3Y | +830.2% | -14.1% | +844.3% | +858.5% |
| All | +830.2% | -13.7% | +843.9% | +858.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 3y: compounded portfolio wealth divided by compounded ODFL 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…
3y analysis · Full analysis span regression · 6 months rolling