+1,415.9%
COHR vs BAH
+878.1%
+537.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +13.0% | -1.3% | +14.3% | +13.3% |
| 30D | -6.7% | -6.6% | -0.1% | -5.3% |
| 3M | -14.7% | -7.2% | -7.6% | -14.1% |
| 6M | +20.3% | -10.0% | +30.3% | +20.9% |
| YTD | +64.4% | -12.5% | +76.9% | +63.7% |
| 1Y | +205.9% | -27.9% | +233.8% | +222.6% |
| 3Y | +814.1% | -31.4% | +845.5% | +839.6% |
| 5Y | +387.4% | -3.2% | +390.6% | +331.5% |
| 10Y | +1,308.9% | +191.5% | +1,117.5% | +697.5% |
| All | +1,415.9% | +878.1% | +537.8% | +370.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling