+506.7%
COHR vs ACI
+17.4%
+489.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.5% |
| 7D | +10.9% | -7.1% | +17.9% | +10.4% |
| 30D | -10.8% | -4.5% | -6.3% | -11.0% |
| 3M | -17.4% | -22.3% | +4.9% | -17.9% |
| 6M | +12.5% | -28.4% | +40.9% | +11.4% |
| YTD | +58.8% | -29.5% | +88.3% | +57.2% |
| 1Y | +183.3% | -34.2% | +217.5% | +181.1% |
| 3Y | +783.0% | -45.7% | +828.7% | +779.9% |
| 5Y | +377.2% | -40.8% | +418.0% | +371.2% |
| All | +506.7% | +17.4% | +489.4% | +480.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling