+830.2%
COHR vs ACM
-22.9%
+853.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +3.7% |
| 7D | +8.3% | -4.6% | +12.9% | +10.8% |
| 30D | -14.1% | +4.1% | -18.2% | -16.9% |
| 3M | -16.0% | -8.3% | -7.7% | -14.2% |
| 6M | +21.5% | -30.1% | +51.5% | +50.0% |
| YTD | +65.4% | -32.6% | +98.1% | +105.3% |
| 1Y | +195.0% | -49.6% | +244.6% | +366.6% |
| 3Y | +830.2% | -23.0% | +853.2% | +877.8% |
| All | +830.2% | -22.9% | +853.0% | +877.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling