+380.7%
COHR vs AS
+131.9%
+248.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.4% | +11.7% | +10.3% |
| 7D | +20.2% | -3.0% | +23.2% | +22.1% |
| 30D | -18.6% | +9.6% | -28.1% | -21.9% |
| 3M | -28.6% | -8.2% | -20.4% | -26.6% |
| 6M | -38.2% | -9.9% | -28.3% | -36.9% |
| YTD | +27.1% | -16.8% | +43.8% | +33.7% |
| 1Y | +48.4% | +3.0% | +45.4% | +41.7% |
| All | +380.7% | +131.9% | +248.7% | +237.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling