+830.2%
COHR vs BAM
+48.8%
+781.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.1% |
| 7D | +8.3% | -6.6% | +14.9% | +13.7% |
| 30D | -14.1% | -12.4% | -1.7% | -5.8% |
| 3M | -16.0% | +2.4% | -18.4% | -19.7% |
| 6M | +21.5% | +7.9% | +13.5% | +9.6% |
| YTD | +65.4% | -7.0% | +72.5% | +67.0% |
| 1Y | +195.0% | -13.4% | +208.4% | +219.7% |
| 3Y | +830.2% | +46.9% | +783.3% | +518.9% |
| All | +830.2% | +48.8% | +781.4% | +518.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 3y: compounded portfolio wealth divided by compounded BAM 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…
3y analysis · Full analysis span regression · 6 months rolling