+393.6%
COHR vs SCHG
+84.3%
+309.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +2.8% |
| 7D | +8.3% | -1.0% | +9.4% | +10.1% |
| 30D | -14.1% | -1.3% | -12.9% | -12.8% |
| 3M | -16.0% | +5.4% | -21.5% | -22.3% |
| 6M | +21.5% | +14.4% | +7.0% | +0.1% |
| YTD | +65.4% | +8.0% | +57.4% | +49.7% |
| 1Y | +195.0% | +12.7% | +182.3% | +154.3% |
| 3Y | +830.2% | +85.6% | +744.5% | +358.6% |
| All | +393.6% | +84.3% | +309.2% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling