+1,298.9%
COHR vs ALLY
+189.7%
+1,109.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +8.3% | -3.8% | +12.1% | +10.2% |
| 30D | -14.1% | -4.9% | -9.2% | -12.3% |
| 3M | -16.0% | -2.6% | -13.4% | -15.1% |
| 6M | +21.5% | +15.7% | +5.7% | +11.9% |
| YTD | +65.4% | -5.2% | +70.6% | +67.5% |
| 1Y | +195.0% | +2.8% | +192.2% | +185.6% |
| 3Y | +830.2% | +63.4% | +766.7% | +622.0% |
| 5Y | +397.1% | -2.6% | +399.7% | +369.5% |
| All | +1,298.9% | +189.7% | +1,109.1% | +788.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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