+793.0%
COHR vs USFD
+145.6%
+647.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.7% |
| 7D | +10.9% | -8.0% | +18.9% | +15.1% |
| 30D | -10.8% | -13.1% | +2.3% | -4.8% |
| 3M | -17.4% | +6.5% | -23.9% | -21.4% |
| 6M | +12.5% | +5.7% | +6.7% | +7.1% |
| YTD | +58.8% | +27.5% | +31.3% | +31.0% |
| 1Y | +183.3% | +23.4% | +159.8% | +136.4% |
| All | +793.0% | +145.6% | +647.4% | +404.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling