+1,298.9%
COHR vs USFD
+307.1%
+991.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | +8.3% | -8.4% | +16.7% | +11.4% |
| 30D | -14.1% | -14.1% | -0.1% | -9.8% |
| 3M | -16.0% | +4.5% | -20.5% | -17.9% |
| 6M | +21.5% | +4.4% | +17.1% | +18.4% |
| YTD | +65.4% | +26.6% | +38.9% | +50.2% |
| 1Y | +195.0% | +19.4% | +175.6% | +171.9% |
| 3Y | +830.2% | +144.6% | +685.6% | +584.7% |
| 5Y | +397.1% | +194.5% | +202.6% | +245.3% |
| All | +1,298.9% | +307.1% | +991.8% | +814.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling