+393.6%
COHR vs A
-14.3%
+407.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +2.4% |
| 7D | +8.3% | -2.6% | +10.9% | +10.1% |
| 30D | -14.1% | -0.9% | -13.3% | -13.9% |
| 3M | -16.0% | +13.6% | -29.6% | -23.4% |
| 6M | +21.5% | +27.8% | -6.4% | -0.6% |
| YTD | +65.4% | +8.6% | +56.8% | +51.9% |
| 1Y | +195.0% | +16.9% | +178.1% | +155.7% |
| 3Y | +830.2% | +32.9% | +797.2% | +617.1% |
| All | +393.6% | -14.3% | +407.9% | +387.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling