+393.6%
COHR vs ARWR
+29.9%
+363.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +8.3% | -4.0% | +12.4% | +9.5% |
| 30D | -14.1% | -5.0% | -9.1% | -12.9% |
| 3M | -16.0% | +11.3% | -27.4% | -19.1% |
| 6M | +21.5% | +42.6% | -21.1% | +8.6% |
| YTD | +65.4% | +24.8% | +40.7% | +53.2% |
| 1Y | +195.0% | +178.8% | +16.2% | +115.1% |
| 3Y | +830.2% | +183.3% | +646.8% | +502.2% |
| All | +393.6% | +29.9% | +363.6% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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