+477.7%
COHR vs AS
+120.4%
+357.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.6% | +3.0% | +5.1% |
| 7D | +1.0% | -4.9% | +5.8% | +3.2% |
| 30D | -14.1% | -19.6% | +5.5% | -6.0% |
| 3M | -33.2% | -14.4% | -18.8% | -29.8% |
| 6M | +2.5% | -20.1% | +22.7% | +11.1% |
| YTD | +52.7% | -20.9% | +73.6% | +65.0% |
| 1Y | +194.8% | -21.9% | +216.6% | +218.6% |
| All | +477.7% | +120.4% | +357.3% | +316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling