+51.6%
COHR vs ACM
-46.6%
+98.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.9% | -8.9% | -5.8% |
| 7D | -18.6% | +9.5% | -28.1% | -18.1% |
| 30D | -41.5% | +14.7% | -56.2% | -41.0% |
| 3M | -39.7% | -9.5% | -30.2% | -38.2% |
| 6M | -40.9% | -18.0% | -22.8% | -37.0% |
| YTD | +5.7% | -27.3% | +33.0% | +15.4% |
| 1Y | +51.6% | -47.0% | +98.6% | +61.8% |
| All | +51.6% | -46.6% | +98.1% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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