+1,799.1%
COHR vs SCHG
+1,132.2%
+666.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.0% |
| 7D | +8.3% | -1.0% | +9.4% | +9.9% |
| 30D | -14.1% | -1.3% | -12.9% | -12.9% |
| 3M | -16.0% | +5.4% | -21.5% | -21.6% |
| 6M | +21.5% | +14.4% | +7.0% | +2.1% |
| YTD | +65.4% | +8.0% | +57.4% | +51.6% |
| 1Y | +195.0% | +12.7% | +182.3% | +158.7% |
| 3Y | +830.2% | +85.6% | +744.5% | +365.9% |
| 5Y | +397.1% | +85.5% | +311.6% | +152.1% |
| 10Y | +1,317.7% | +456.0% | +861.7% | +78.6% |
| All | +1,799.1% | +1,132.2% | +666.8% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling