+51.6%
COHR vs ALM
+44.8%
+6.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.2% | -7.1% | -6.5% |
| 7D | -18.6% | -6.4% | -12.2% | -16.0% |
| 30D | -41.5% | -35.0% | -6.5% | -29.3% |
| 3M | -39.7% | -33.8% | -5.9% | -28.2% |
| 6M | -40.9% | -55.0% | +14.2% | -20.5% |
| YTD | +5.7% | -0.2% | +5.9% | +17.3% |
| 1Y | +51.6% | +41.8% | +9.8% | +44.5% |
| All | +51.6% | +44.8% | +6.8% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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