+1,802.2%
COHR vs ALLY
+117.4%
+1,684.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.3% | +10.4% | +8.6% |
| 7D | +11.0% | +1.0% | +9.9% | +10.2% |
| 30D | -20.4% | -3.3% | -17.1% | -19.4% |
| 3M | -24.9% | +0.5% | -25.3% | -25.3% |
| 6M | +28.1% | +12.6% | +15.5% | +20.2% |
| YTD | +63.6% | -4.7% | +68.2% | +65.2% |
| 1Y | +205.9% | +5.2% | +200.7% | +193.7% |
| 3Y | +809.3% | +66.5% | +742.8% | +614.0% |
| 5Y | +397.1% | +0.2% | +396.8% | +366.5% |
| 10Y | +1,238.1% | +180.8% | +1,057.3% | +738.8% |
| All | +1,802.2% | +117.4% | +1,684.8% | +1,128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling