+1,298.9%
COHR vs BAH
+207.9%
+1,090.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +8.3% | +4.3% | +4.1% | +7.5% |
| 30D | -14.1% | -2.5% | -11.7% | -13.9% |
| 3M | -16.0% | -0.9% | -15.1% | -16.3% |
| 6M | +21.5% | +1.5% | +20.0% | +19.2% |
| YTD | +65.4% | -8.0% | +73.4% | +63.8% |
| 1Y | +195.0% | -24.7% | +219.8% | +208.7% |
| 3Y | +830.2% | -28.4% | +858.6% | +844.5% |
| 5Y | +397.1% | +2.8% | +394.3% | +333.3% |
| All | +1,298.9% | +207.9% | +1,090.9% | +831.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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