+666.0%
COHR vs ALC
+20.4%
+645.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | +13.0% | -5.3% | +18.2% | +15.9% |
| 30D | -6.7% | -7.1% | +0.4% | -3.7% |
| 3M | -14.7% | +0.8% | -15.5% | -16.8% |
| 6M | +20.3% | -16.0% | +36.3% | +28.6% |
| YTD | +64.4% | -12.7% | +77.2% | +70.5% |
| 1Y | +205.9% | -12.8% | +218.7% | +215.6% |
| 3Y | +814.1% | -15.8% | +829.9% | +838.5% |
| 5Y | +387.4% | -16.7% | +404.0% | +394.0% |
| All | +666.0% | +20.4% | +645.6% | +544.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling