+824.4%
COHR vs ACWI
+75.1%
+749.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +2.2% |
| 7D | +13.0% | 0.0% | +13.0% | +12.7% |
| 30D | -6.7% | -0.6% | -6.1% | -5.1% |
| 3M | -14.7% | +4.3% | -19.0% | -22.0% |
| 6M | +20.3% | +12.7% | +7.6% | -8.8% |
| YTD | +64.4% | +13.9% | +50.5% | +22.2% |
| 1Y | +205.9% | +20.5% | +185.3% | +98.8% |
| All | +824.4% | +75.1% | +749.3% | +166.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling