+393.6%
COHR vs SHW
+11.4%
+382.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.3% | +3.2% |
| 7D | +8.3% | -3.1% | +11.5% | +10.0% |
| 30D | -14.1% | -10.0% | -4.1% | -9.6% |
| 3M | -16.0% | +2.3% | -18.3% | -18.1% |
| 6M | +21.5% | +0.7% | +20.8% | +18.9% |
| YTD | +65.4% | +0.5% | +65.0% | +60.8% |
| 1Y | +195.0% | -11.5% | +206.5% | +208.2% |
| 3Y | +830.2% | +21.3% | +808.8% | +704.8% |
| All | +393.6% | +11.4% | +382.1% | +305.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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