+522.0%
COHR vs AS
+107.2%
+414.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.9% |
| 7D | +13.0% | -2.8% | +15.7% | +14.2% |
| 30D | -6.7% | -23.2% | +16.6% | +3.8% |
| 3M | -14.7% | -20.1% | +5.3% | -7.7% |
| 6M | +20.3% | -18.5% | +38.8% | +28.3% |
| YTD | +64.4% | -25.6% | +90.1% | +82.1% |
| 1Y | +205.9% | -24.4% | +230.2% | +234.3% |
| All | +522.0% | +107.2% | +414.8% | +359.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling