+934.0%
BE vs COHR
+555.9%
+378.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -2.4% |
| 7D | +9.7% | +10.9% | -1.1% | +4.7% |
| 30D | +22.4% | -10.8% | +33.2% | +28.9% |
| 3M | +10.4% | -17.4% | +27.7% | +20.3% |
| 6M | +67.9% | +12.5% | +55.4% | +58.0% |
| YTD | +197.5% | +58.8% | +138.7% | +139.9% |
| 1Y | +310.6% | +183.3% | +127.3% | +161.1% |
| 3Y | +1,657.2% | +783.0% | +874.2% | +506.5% |
| 5Y | +1,218.2% | +377.2% | +840.9% | +458.4% |
| All | +934.0% | +555.9% | +378.1% | +256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling