+500.9%
COHR vs AS
+104.6%
+396.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.8% |
| 7D | +10.9% | -3.9% | +14.7% | +12.7% |
| 30D | -10.8% | -19.0% | +8.3% | -2.9% |
| 3M | -17.4% | -18.8% | +1.4% | -11.2% |
| 6M | +12.5% | -21.0% | +33.5% | +21.7% |
| YTD | +58.8% | -26.6% | +85.5% | +76.9% |
| 1Y | +183.3% | -25.3% | +208.6% | +211.4% |
| All | +500.9% | +104.6% | +396.3% | +346.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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