+195.0%
COHR vs ALLY
+5.0%
+190.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | -3.8% | +12.1% | +9.6% |
| 30D | -14.1% | -4.9% | -9.2% | -12.9% |
| 3M | -16.0% | -2.6% | -13.4% | -15.5% |
| 6M | +21.5% | +15.7% | +5.7% | +14.4% |
| YTD | +65.4% | -5.2% | +70.6% | +65.3% |
| 1Y | +195.0% | +2.8% | +192.2% | +192.3% |
| All | +195.0% | +5.0% | +190.0% | +192.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling