+360.5%
BE vs COHR
+211.4%
+149.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.6% | +0.8% | +2.7% |
| 7D | +20.0% | +1.0% | +19.0% | +19.0% |
| 30D | +7.9% | -14.1% | +22.0% | +15.6% |
| 3M | -13.2% | -33.2% | +20.0% | +9.2% |
| 6M | +53.5% | +2.5% | +50.9% | +40.2% |
| YTD | +191.0% | +52.7% | +138.3% | +97.2% |
| 1Y | +360.5% | +194.8% | +165.7% | +93.6% |
| All | +360.5% | +211.4% | +149.1% | +93.6% |
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