+687.0%
COHR vs BAM
+66.1%
+620.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.6% |
| 7D | +10.9% | -6.1% | +16.9% | +15.9% |
| 30D | -10.8% | -13.8% | +3.1% | -1.1% |
| 3M | -17.4% | +4.4% | -21.7% | -22.1% |
| 6M | +12.5% | +6.4% | +6.1% | +3.3% |
| YTD | +58.8% | -7.1% | +65.9% | +60.4% |
| 1Y | +183.3% | -11.8% | +195.1% | +200.6% |
| 3Y | +783.0% | +50.2% | +732.9% | +504.1% |
| All | +687.0% | +66.1% | +620.9% | +394.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling