+546.4%
COHR vs ARM
+239.6%
+306.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.6% | -1.4% | -3.9% |
| 7D | +13.1% | +9.1% | +4.0% | +9.3% |
| 30D | -17.2% | -19.9% | +2.8% | -7.7% |
| 3M | -33.3% | -31.6% | -1.7% | -20.7% |
| 6M | -46.0% | -13.9% | -32.1% | -42.2% |
| YTD | +18.2% | +74.3% | -56.1% | -5.9% |
| 1Y | +55.9% | +35.8% | +20.1% | +36.8% |
| 3Y | +544.7% | +268.6% | +276.0% | +322.0% |
| All | +546.4% | +239.6% | +306.7% | +361.7% |
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