+20.3%
COHR vs ACI
-31.1%
+51.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -0.6% |
| 7D | +13.0% | -5.0% | +18.0% | +10.4% |
| 30D | -6.7% | -2.3% | -4.4% | -7.3% |
| 3M | -14.7% | -23.2% | +8.4% | -21.7% |
| 6M | +20.3% | -29.5% | +49.8% | +1.2% |
| All | +20.3% | -31.1% | +51.4% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling