+23,353.6%
COHR vs BB
+251.4%
+23,102.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -2.9% |
| 7D | +10.9% | -2.1% | +13.0% | +11.4% |
| 30D | -10.8% | -16.0% | +5.3% | -7.7% |
| 3M | -17.4% | -14.5% | -2.9% | -14.9% |
| 6M | +12.5% | +118.6% | -106.1% | -4.3% |
| YTD | +58.8% | +98.9% | -40.1% | +37.4% |
| 1Y | +183.3% | +99.5% | +83.8% | +144.2% |
| 3Y | +783.0% | +65.4% | +717.7% | +660.5% |
| 5Y | +377.2% | -27.6% | +404.9% | +366.6% |
| 10Y | +1,261.0% | -0.4% | +1,261.4% | +982.3% |
| All | +23,353.6% | +251.4% | +23,102.2% | +9,500.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling