+1,298.9%
COHR vs BG
+166.7%
+1,132.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.8% |
| 7D | +8.3% | +3.1% | +5.2% | +7.2% |
| 30D | -14.1% | +10.2% | -24.4% | -17.1% |
| 3M | -16.0% | -1.7% | -14.3% | -16.0% |
| 6M | +21.5% | +1.0% | +20.5% | +19.9% |
| YTD | +65.4% | +39.9% | +25.5% | +45.3% |
| 1Y | +195.0% | +53.2% | +141.8% | +147.9% |
| 3Y | +830.2% | +16.3% | +813.9% | +746.8% |
| 5Y | +397.1% | +83.9% | +313.2% | +258.7% |
| All | +1,298.9% | +166.7% | +1,132.2% | +682.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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