+393.6%
COHR vs BAC
+74.5%
+319.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.5% |
| 3M | -16.0% | +14.2% | -30.2% | -24.5% |
| 6M | +21.5% | +30.5% | -9.1% | -1.9% |
| YTD | +65.4% | +15.8% | +49.6% | +45.8% |
| 1Y | +195.0% | +26.2% | +168.9% | +143.1% |
| 3Y | +830.2% | +136.5% | +693.6% | +378.5% |
| All | +393.6% | +74.5% | +319.1% | +214.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling