+330.8%
COHR vs ABCL
-81.2%
+412.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.1% |
| 7D | +11.0% | +1.4% | +9.6% | +10.6% |
| 30D | -20.4% | +65.1% | -85.5% | -29.6% |
| 3M | -24.9% | +111.1% | -136.0% | -37.3% |
| 6M | +28.1% | +231.6% | -203.5% | -3.6% |
| YTD | +63.6% | +234.5% | -170.9% | +21.7% |
| 1Y | +205.9% | +174.3% | +31.6% | +134.9% |
| 3Y | +809.3% | +111.5% | +697.8% | +578.7% |
| 5Y | +397.1% | -37.3% | +434.4% | +317.4% |
| All | +330.8% | -81.2% | +412.0% | +310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling