+1,298.9%
COHR vs BAX
-38.1%
+1,337.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +4.7% |
| 7D | +8.3% | -7.9% | +16.2% | +11.3% |
| 30D | -14.1% | -11.7% | -2.5% | -10.7% |
| 3M | -16.0% | +16.2% | -32.2% | -21.9% |
| 6M | +21.5% | +32.0% | -10.5% | +6.7% |
| YTD | +65.4% | +24.7% | +40.7% | +46.0% |
| 1Y | +195.0% | -2.6% | +197.6% | +186.1% |
| 3Y | +830.2% | -35.0% | +865.1% | +929.9% |
| 5Y | +397.1% | -67.6% | +464.7% | +673.7% |
| All | +1,298.9% | -38.1% | +1,337.0% | +1,470.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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