+2,016.3%
COHR vs ACM
+218.1%
+1,798.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +2.0% |
| 7D | +13.0% | -3.7% | +16.6% | +14.9% |
| 30D | -6.7% | -12.7% | +6.0% | -2.1% |
| 3M | -14.7% | -9.8% | -4.9% | -12.6% |
| 6M | +20.3% | -31.4% | +51.7% | +40.7% |
| YTD | +64.4% | -32.1% | +96.5% | +91.5% |
| 1Y | +205.9% | -47.8% | +253.7% | +303.9% |
| 3Y | +814.1% | -22.1% | +836.2% | +905.3% |
| 5Y | +387.4% | +1.8% | +385.6% | +375.9% |
| 10Y | +1,308.9% | +132.5% | +1,176.4% | +810.0% |
| All | +2,016.3% | +218.1% | +1,798.3% | +907.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling