+1,298.9%
COHR vs ACWI
+233.9%
+1,065.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +2.4% |
| 7D | +8.3% | -1.0% | +9.4% | +10.4% |
| 30D | -14.1% | -0.9% | -13.3% | -12.7% |
| 3M | -16.0% | +3.5% | -19.5% | -19.4% |
| 6M | +21.5% | +12.8% | +8.6% | +1.5% |
| YTD | +65.4% | +14.0% | +51.5% | +37.0% |
| 1Y | +195.0% | +19.2% | +175.9% | +129.1% |
| 3Y | +830.2% | +75.1% | +755.0% | +316.1% |
| 5Y | +397.1% | +68.6% | +328.5% | +147.1% |
| All | +1,298.9% | +233.9% | +1,065.0% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling