+830.2%
COHR vs SCHW
+86.6%
+743.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +8.3% | -1.9% | +10.2% | +9.1% |
| 30D | -14.1% | -1.6% | -12.5% | -13.9% |
| 3M | -16.0% | +21.3% | -37.3% | -25.0% |
| 6M | +21.5% | +16.5% | +5.0% | +9.2% |
| YTD | +65.4% | +8.4% | +57.0% | +55.9% |
| 1Y | +195.0% | +15.6% | +179.4% | +166.9% |
| 3Y | +830.2% | +86.8% | +743.3% | +528.9% |
| All | +830.2% | +86.6% | +743.5% | +528.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling