+1,298.9%
COHR vs ALB
+78.3%
+1,220.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +5.6% |
| 7D | +8.3% | -6.6% | +15.0% | +11.5% |
| 30D | -14.1% | -8.1% | -6.0% | -11.7% |
| 3M | -16.0% | -25.7% | +9.7% | -5.1% |
| 6M | +21.5% | -29.5% | +50.9% | +38.5% |
| YTD | +65.4% | -16.2% | +81.7% | +73.8% |
| 1Y | +195.0% | +59.2% | +135.8% | +129.9% |
| 3Y | +830.2% | -33.7% | +863.9% | +852.4% |
| 5Y | +397.1% | -48.1% | +445.2% | +432.2% |
| All | +1,298.9% | +78.3% | +1,220.6% | +653.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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