Coffeehouse Portfolio

The chart shows the growth of an initial investment of $10,000 in Coffeehouse Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every year.

Based on dividend-adjusted daily data since Feb 16, 2022, Coffeehouse Portfolio's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, your investment would double in approximately 9.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2023 with a return of +6.2%, while the worst month was Mar 2026 at -6.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Coffeehouse Portfolio closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +2.8%, while the worst single day was Apr 7, 2025 at -2.9%.

Coffeehouse Portfolio has an annualized alpha of 4.51%, beta of 0.26, and R² of 0.26 versus S&P 500 Index. Calculated based on daily prices since February 16, 2022.

• This portfolio participated in 58.81% of S&P 500 Index downside but only 54.84% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.26 may look defensive, but with R² of 0.26 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.26 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Coffeehouse Portfolio has an expense ratio of 0.28%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Coffeehouse Portfolio ranks 84 for risk / return — in the top 84% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Coffeehouse Portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.83
• All Time: 0.79

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Coffeehouse Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Coffeehouse Portfolio provided a 3.46% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Coffeehouse Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Coffeehouse Portfolio was 17.01%, occurring on Oct 14, 2022. Recovery took 308 trading sessions.

The current Coffeehouse Portfolio drawdown is 5.26%.

The chart below shows the rolling one-month volatility.