+55.3%
BE vs COHR
+54.9%
+0.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.0% | -0.4% | -2.2% |
| 7D | -12.1% | -18.6% | +6.4% | +1.4% |
| 30D | -30.1% | -41.5% | +11.4% | +0.9% |
| 3M | -12.1% | -39.7% | +27.6% | +18.5% |
| 6M | -30.6% | -40.9% | +10.3% | -6.9% |
| YTD | +130.6% | +5.7% | +124.9% | +101.4% |
| 1Y | +55.3% | +51.6% | +3.7% | +5.0% |
| All | +55.3% | +54.9% | +0.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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