+195.0%
COHR vs ALLE
-10.0%
+205.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.9% |
| 7D | +8.3% | -2.4% | +10.7% | +8.8% |
| 30D | -14.1% | -7.7% | -6.5% | -13.0% |
| 3M | -16.0% | +15.2% | -31.2% | -17.3% |
| 6M | +21.5% | +5.4% | +16.1% | +22.9% |
| YTD | +65.4% | -2.9% | +68.4% | +68.4% |
| 1Y | +195.0% | -12.8% | +207.8% | +211.8% |
| All | +195.0% | -10.0% | +205.0% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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