+335.7%
COHR vs ABCL
-82.1%
+417.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.4% |
| 7D | +8.3% | -4.7% | +13.1% | +9.3% |
| 30D | -14.1% | +5.2% | -19.3% | -15.4% |
| 3M | -16.0% | +106.6% | -122.7% | -29.7% |
| 6M | +21.5% | +198.4% | -176.9% | -6.7% |
| YTD | +65.4% | +218.4% | -153.0% | +24.2% |
| 1Y | +195.0% | +136.2% | +58.8% | +133.0% |
| 3Y | +830.2% | +103.2% | +727.0% | +599.8% |
| 5Y | +397.1% | -42.7% | +439.8% | +323.1% |
| All | +335.7% | -82.1% | +417.9% | +318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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