+195.0%
COHR vs SCHW
+17.7%
+177.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +8.3% | -1.9% | +10.2% | +8.2% |
| 30D | -14.1% | -1.6% | -12.5% | -14.3% |
| 3M | -16.0% | +21.3% | -37.3% | -18.5% |
| 6M | +21.5% | +16.5% | +5.0% | +16.8% |
| YTD | +65.4% | +8.4% | +57.0% | +68.5% |
| 1Y | +195.0% | +15.6% | +179.4% | +186.0% |
| All | +195.0% | +17.7% | +177.3% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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