+194.8%
COHR vs SCHG
+16.6%
+178.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.5% | +8.4% |
| 7D | +1.0% | -0.7% | +1.7% | +2.2% |
| 30D | -14.1% | +0.2% | -14.4% | -15.0% |
| 3M | -33.2% | +2.2% | -35.4% | -35.6% |
| 6M | +2.5% | +15.0% | -12.5% | -22.6% |
| YTD | +52.7% | +9.2% | +43.5% | +29.9% |
| 1Y | +194.8% | +15.7% | +179.0% | +111.5% |
| All | +194.8% | +16.6% | +178.1% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling