+21.5%
COHR vs A
+27.7%
-6.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.9% |
| 7D | +8.3% | -2.6% | +10.9% | +8.5% |
| 30D | -14.1% | -0.9% | -13.3% | -13.8% |
| 3M | -16.0% | +13.6% | -29.6% | -17.1% |
| 6M | +21.5% | +27.8% | -6.4% | +16.7% |
| All | +21.5% | +27.7% | -6.2% | +16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling