+1,298.9%
COHR vs ALM
+2,589.2%
-1,290.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.5% | +10.7% | +4.8% |
| 7D | +8.3% | -11.8% | +20.2% | +9.6% |
| 30D | -14.1% | +7.8% | -21.9% | -14.8% |
| 3M | -16.0% | -9.3% | -6.8% | -15.4% |
| 6M | +21.5% | -30.5% | +51.9% | +24.1% |
| YTD | +65.4% | +75.8% | -10.4% | +60.5% |
| 1Y | +195.0% | +241.2% | -46.2% | +175.1% |
| 3Y | +830.2% | +1,872.6% | -1,042.5% | +674.4% |
| 5Y | +397.1% | +849.6% | -452.5% | +322.0% |
| All | +1,298.9% | +2,589.2% | -1,290.4% | +1,031.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling