+710.4%
COHR vs BAM
+71.9%
+638.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.4% | +10.5% | +9.6% |
| 7D | +11.0% | -1.6% | +12.6% | +12.0% |
| 30D | -20.4% | -6.0% | -14.4% | -17.6% |
| 3M | -24.9% | +7.3% | -32.2% | -30.8% |
| 6M | +28.1% | +8.2% | +19.8% | +16.3% |
| YTD | +63.6% | -3.8% | +67.4% | +61.1% |
| 1Y | +205.9% | -10.7% | +216.7% | +222.8% |
| 3Y | +809.3% | +55.3% | +753.9% | +506.7% |
| All | +710.4% | +71.9% | +638.5% | +397.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling