+804.8%
COHR vs ARM
+372.0%
+432.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +2.4% |
| 7D | +8.3% | +5.0% | +3.3% | +6.3% |
| 30D | -14.1% | -2.6% | -11.5% | -13.1% |
| 3M | -16.0% | -22.6% | +6.6% | -6.7% |
| 6M | +21.5% | +120.5% | -99.0% | -13.6% |
| YTD | +65.4% | +142.2% | -76.8% | +13.3% |
| 1Y | +195.0% | +71.2% | +123.9% | +131.5% |
| All | +804.8% | +372.0% | +432.8% | +456.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling