+393.6%
COHR vs B
+157.4%
+236.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +8.3% | -2.4% | +10.7% | +9.3% |
| 30D | -14.1% | +6.3% | -20.5% | -16.4% |
| 3M | -16.0% | +12.1% | -28.2% | -19.3% |
| 6M | +21.5% | -3.1% | +24.6% | +22.0% |
| YTD | +65.4% | +2.0% | +63.5% | +63.8% |
| 1Y | +195.0% | +51.7% | +143.3% | +165.1% |
| 3Y | +830.2% | +190.5% | +639.7% | +619.9% |
| All | +393.6% | +157.4% | +236.1% | +276.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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