+12.5%
COHR vs AA
-21.2%
+33.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.8% | +1.4% | -1.4% |
| 7D | +10.9% | -5.4% | +16.3% | +13.4% |
| 30D | -10.8% | -10.7% | -0.1% | -6.8% |
| 3M | -17.4% | -26.2% | +8.8% | -11.5% |
| 6M | +12.5% | -20.9% | +33.4% | +27.6% |
| All | +12.5% | -21.2% | +33.7% | +27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling