+64,642.4%
COHR vs B
+800.5%
+63,841.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +13.0% | +1.0% | +11.9% | +12.8% |
| 30D | -6.7% | +9.5% | -16.2% | -7.7% |
| 3M | -14.7% | +14.3% | -29.1% | -16.0% |
| 6M | +20.3% | -1.9% | +22.2% | +20.7% |
| YTD | +64.4% | +4.1% | +60.3% | +63.9% |
| 1Y | +205.9% | +56.1% | +149.8% | +192.9% |
| 3Y | +814.1% | +202.0% | +612.1% | +718.6% |
| 5Y | +387.4% | +158.8% | +228.6% | +338.8% |
| 10Y | +1,308.9% | +211.9% | +1,097.0% | +1,125.3% |
| All | +64,642.4% | +800.5% | +63,841.9% | +46,006.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling