+20.3%
COHR vs ACM
-30.2%
+50.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.1% |
| 7D | +13.0% | -3.7% | +16.6% | +12.4% |
| 30D | -6.7% | -12.7% | +6.0% | -4.9% |
| 3M | -14.7% | -9.8% | -4.9% | -11.6% |
| 6M | +20.3% | -31.4% | +51.7% | +58.9% |
| All | +20.3% | -30.2% | +50.4% | +58.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling