+1,726.2%
BE vs COHR
+805.6%
+920.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +4.5% |
| 7D | +9.0% | +8.3% | +0.7% | +4.8% |
| 30D | +16.3% | -14.1% | +30.4% | +25.2% |
| 3M | +10.8% | -16.0% | +26.8% | +19.6% |
| 6M | +73.2% | +21.5% | +51.7% | +56.6% |
| YTD | +217.4% | +65.4% | +151.9% | +151.1% |
| 1Y | +309.8% | +195.0% | +114.8% | +162.6% |
| 3Y | +1,726.2% | +830.2% | +896.0% | +462.6% |
| All | +1,726.2% | +805.6% | +920.6% | +462.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling