+394.0%
COHR vs ACWI
+66.6%
+327.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.9% |
| 7D | +13.0% | 0.0% | +13.0% | +12.8% |
| 30D | -6.7% | -0.6% | -6.1% | -5.4% |
| 3M | -14.7% | +4.3% | -19.0% | -20.4% |
| 6M | +20.3% | +12.7% | +7.6% | -3.1% |
| YTD | +64.4% | +13.9% | +50.5% | +30.7% |
| 1Y | +205.9% | +20.5% | +185.3% | +119.5% |
| 3Y | +814.1% | +76.5% | +737.6% | +251.6% |
| All | +394.0% | +66.6% | +327.4% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling