+51.6%
COHR vs ALC
+4.2%
+47.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.8% | -12.8% | -1.7% |
| 7D | -18.6% | +10.7% | -29.3% | -12.9% |
| 30D | -41.5% | +20.2% | -61.7% | -34.1% |
| 3M | -39.7% | +8.9% | -48.6% | -34.8% |
| 6M | -40.9% | +5.7% | -46.6% | -33.9% |
| YTD | +5.7% | -1.4% | +7.1% | +18.5% |
| 1Y | +51.6% | +4.7% | +46.9% | +74.2% |
| All | +51.6% | +4.2% | +47.4% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling