+51.6%
COHR vs ACI
-18.4%
+70.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.5% | -9.5% | -3.7% |
| 7D | -18.6% | +4.5% | -23.1% | -15.7% |
| 30D | -41.5% | +20.9% | -62.4% | -33.7% |
| 3M | -39.7% | +15.2% | -55.0% | -32.7% |
| 6M | -40.9% | -13.3% | -27.5% | -41.4% |
| YTD | +5.7% | -16.2% | +21.9% | +5.4% |
| 1Y | +51.6% | -16.9% | +68.5% | +50.9% |
| All | +51.6% | -18.4% | +70.0% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling