+830.2%
COHR vs ABCL
+100.9%
+729.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.3% |
| 7D | +8.3% | -4.7% | +13.1% | +9.5% |
| 30D | -14.1% | +5.2% | -19.3% | -15.6% |
| 3M | -16.0% | +106.6% | -122.7% | -32.4% |
| 6M | +21.5% | +198.4% | -176.9% | -12.8% |
| YTD | +65.4% | +218.4% | -153.0% | +15.1% |
| 1Y | +195.0% | +136.2% | +58.8% | +119.0% |
| 3Y | +830.2% | +103.2% | +727.0% | +523.8% |
| All | +830.2% | +100.9% | +729.2% | +523.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling