+377.2%
COHR vs ABCL
-47.0%
+424.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +1.9% | -2.3% |
| 7D | +10.9% | -9.6% | +20.5% | +13.2% |
| 30D | -10.8% | +7.2% | -17.9% | -12.6% |
| 3M | -17.4% | +105.5% | -122.9% | -32.3% |
| 6M | +12.5% | +193.0% | -180.5% | -16.3% |
| YTD | +58.8% | +205.8% | -147.0% | +15.7% |
| 1Y | +183.3% | +144.4% | +38.9% | +114.9% |
| 3Y | +783.0% | +93.3% | +689.7% | +543.6% |
| 5Y | +377.2% | -44.9% | +422.2% | +298.9% |
| All | +377.2% | -47.0% | +424.2% | +298.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling