+768.7%
COHR vs ARM
+353.1%
+415.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.8% | +0.4% | -1.8% |
| 7D | +10.9% | +4.8% | +6.1% | +8.9% |
| 30D | -10.8% | -5.5% | -5.3% | -8.5% |
| 3M | -17.4% | -17.3% | 0.0% | -10.5% |
| 6M | +12.5% | +110.9% | -98.4% | -18.5% |
| YTD | +58.8% | +132.5% | -73.7% | +10.6% |
| 1Y | +183.3% | +64.9% | +118.4% | +125.7% |
| All | +768.7% | +353.1% | +415.6% | +442.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling