+393.6%
COHR vs AR
+135.2%
+258.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.7% |
| 7D | +8.3% | -2.5% | +10.8% | +9.0% |
| 30D | -14.1% | +2.5% | -16.7% | -14.9% |
| 3M | -16.0% | +12.3% | -28.3% | -19.6% |
| 6M | +21.5% | -3.1% | +24.6% | +20.8% |
| YTD | +65.4% | +11.5% | +53.9% | +56.3% |
| 1Y | +195.0% | +17.0% | +178.0% | +173.9% |
| 3Y | +830.2% | +47.3% | +782.9% | +717.8% |
| All | +393.6% | +135.2% | +258.4% | +307.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 5y: compounded portfolio wealth divided by compounded AR 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…
5y analysis · Full analysis span regression · 6 months rolling