+1,298.9%
COHR vs BAC
+400.8%
+898.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.0% |
| 7D | +8.3% | 0.0% | +8.3% | +8.3% |
| 30D | -14.1% | -2.8% | -11.4% | -12.8% |
| 3M | -16.0% | +14.2% | -30.2% | -23.1% |
| 6M | +21.5% | +30.5% | -9.1% | +1.8% |
| YTD | +65.4% | +15.8% | +49.6% | +49.0% |
| 1Y | +195.0% | +26.2% | +168.9% | +151.6% |
| 3Y | +830.2% | +136.5% | +693.6% | +441.1% |
| 5Y | +397.1% | +75.9% | +321.2% | +241.4% |
| All | +1,298.9% | +400.8% | +898.1% | +460.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 10y: compounded portfolio wealth divided by compounded BAC 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…
10y analysis · Full analysis span regression · 6 months rolling