+51.6%
COHR vs ARM
+18.4%
+33.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.3% | -0.7% | -3.2% |
| 7D | -18.6% | -18.7% | +0.1% | -8.9% |
| 30D | -41.5% | -36.7% | -4.8% | -25.5% |
| 3M | -39.7% | -31.6% | -8.1% | -26.5% |
| 6M | -40.9% | -5.6% | -35.2% | -37.5% |
| YTD | +5.7% | +75.5% | -69.8% | -25.1% |
| 1Y | +51.6% | +19.3% | +32.3% | +102.3% |
| All | +51.6% | +18.4% | +33.2% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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