+794.5%
COHR vs ARM
+366.2%
+428.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.7% | +3.4% | +5.6% |
| 7D | +11.0% | +11.4% | -0.4% | +6.3% |
| 30D | -20.4% | -7.4% | -12.9% | -17.5% |
| 3M | -24.9% | -24.5% | -0.4% | -15.9% |
| 6M | +28.1% | +128.7% | -100.6% | -10.1% |
| YTD | +63.6% | +139.3% | -75.7% | +12.5% |
| 1Y | +205.9% | +88.0% | +118.0% | +131.8% |
| All | +794.5% | +366.2% | +428.3% | +452.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling