+1,298.9%
COHR vs A
+256.4%
+1,042.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +2.2% |
| 7D | +8.3% | -2.6% | +10.9% | +10.4% |
| 30D | -14.1% | -0.9% | -13.3% | -13.9% |
| 3M | -16.0% | +13.6% | -29.6% | -24.5% |
| 6M | +21.5% | +27.8% | -6.4% | -3.6% |
| YTD | +65.4% | +8.6% | +56.8% | +48.8% |
| 1Y | +195.0% | +16.9% | +178.1% | +149.0% |
| 3Y | +830.2% | +32.9% | +797.2% | +589.3% |
| 5Y | +397.1% | -14.1% | +411.2% | +423.1% |
| All | +1,298.9% | +256.4% | +1,042.4% | +397.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling