+670.7%
COHR vs ALC
+16.1%
+654.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.6% |
| 7D | +8.3% | -6.3% | +14.7% | +11.9% |
| 30D | -14.1% | -10.3% | -3.9% | -9.7% |
| 3M | -16.0% | -0.7% | -15.3% | -17.5% |
| 6M | +21.5% | -17.8% | +39.3% | +31.2% |
| YTD | +65.4% | -15.8% | +81.3% | +74.7% |
| 1Y | +195.0% | -16.7% | +211.7% | +212.1% |
| 3Y | +830.2% | -19.7% | +849.9% | +880.1% |
| 5Y | +397.1% | -19.8% | +416.9% | +414.0% |
| All | +670.7% | +16.1% | +654.6% | +560.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling