+1,298.9%
COHR vs BB
+1.6%
+1,297.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.7% |
| 7D | +8.3% | -0.4% | +8.7% | +8.5% |
| 30D | -14.1% | -12.5% | -1.6% | -11.0% |
| 3M | -16.0% | -17.4% | +1.4% | -11.9% |
| 6M | +21.5% | +119.1% | -97.7% | -2.5% |
| YTD | +65.4% | +102.4% | -36.9% | +35.4% |
| 1Y | +195.0% | +98.2% | +96.8% | +141.6% |
| 3Y | +830.2% | +46.9% | +783.2% | +682.2% |
| 5Y | +397.1% | -26.4% | +423.5% | +367.8% |
| All | +1,298.9% | +1.6% | +1,297.3% | +872.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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