+51.6%
COHR vs USFD
+49.6%
+2.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.5% | -14.4% | -5.5% |
| 7D | -18.6% | +7.8% | -26.4% | -18.3% |
| 30D | -41.5% | +16.2% | -57.7% | -41.6% |
| 3M | -39.7% | +11.0% | -50.7% | -39.4% |
| 6M | -40.9% | +20.7% | -61.6% | -40.8% |
| YTD | +5.7% | +46.0% | -40.3% | +2.9% |
| 1Y | +51.6% | +49.8% | +1.8% | +48.5% |
| All | +51.6% | +49.6% | +2.0% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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