+393.6%
COHR vs AA
+1.1%
+392.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +8.3% | -3.4% | +11.8% | +10.0% |
| 30D | -14.1% | -5.8% | -8.4% | -11.8% |
| 3M | -16.0% | -29.9% | +13.9% | -3.2% |
| 6M | +21.5% | -27.0% | +48.5% | +36.1% |
| YTD | +65.4% | -8.7% | +74.2% | +68.6% |
| 1Y | +195.0% | +50.6% | +144.4% | +145.0% |
| 3Y | +830.2% | +74.1% | +756.1% | +610.2% |
| All | +393.6% | +1.1% | +392.5% | +317.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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