+392.5%
COHR vs AUR
-35.7%
+428.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.8% |
| 7D | +8.3% | +1.4% | +6.9% | +8.1% |
| 30D | -14.1% | -6.4% | -7.7% | -13.0% |
| 3M | -16.0% | +7.7% | -23.7% | -16.9% |
| 6M | +21.5% | +44.5% | -23.0% | +13.7% |
| YTD | +65.4% | +67.4% | -2.0% | +50.2% |
| 1Y | +195.0% | +15.4% | +179.6% | +184.7% |
| 3Y | +830.2% | +94.8% | +735.3% | +649.3% |
| 5Y | +397.1% | -35.1% | +432.2% | +295.8% |
| All | +392.5% | -35.7% | +428.2% | +292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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