+369.5%
COHR vs ADVB
-89.8%
+459.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.5% | +11.6% | +4.0% |
| 7D | +8.3% | -12.3% | +20.6% | +8.0% |
| 30D | -14.1% | +7.8% | -21.9% | -13.9% |
| 3M | -16.0% | +104.2% | -120.2% | -15.3% |
| 6M | +21.5% | +58.1% | -36.6% | +21.1% |
| YTD | +65.4% | +40.2% | +25.2% | +65.4% |
| 1Y | +195.0% | -16.1% | +211.1% | +200.8% |
| All | +369.5% | -89.8% | +459.3% | +591.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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