+62,442.9%
COHR vs SHW
+19,632.5%
+42,810.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.1% |
| 7D | +10.9% | -4.5% | +15.3% | +12.5% |
| 30D | -10.8% | -12.7% | +1.9% | -6.8% |
| 3M | -17.4% | +4.7% | -22.1% | -19.3% |
| 6M | +12.5% | -3.4% | +15.9% | +12.6% |
| YTD | +58.8% | -1.3% | +60.2% | +57.3% |
| 1Y | +183.3% | -10.4% | +193.6% | +188.9% |
| 3Y | +783.0% | +20.1% | +762.9% | +722.1% |
| 5Y | +377.2% | +10.5% | +366.8% | +351.5% |
| 10Y | +1,261.0% | +280.3% | +980.8% | +813.6% |
| All | +62,442.9% | +19,632.5% | +42,810.4% | +24,233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling