+329.6%
COHR vs BIYA
-99.8%
+429.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.4% |
| 7D | +10.9% | -1.3% | +12.2% | +10.9% |
| 30D | -10.8% | -15.9% | +5.2% | -10.8% |
| 3M | -17.4% | -81.2% | +63.9% | -16.9% |
| 6M | +12.5% | -88.2% | +100.7% | +13.7% |
| YTD | +58.8% | -94.1% | +153.0% | +63.9% |
| 1Y | +183.3% | -98.7% | +281.9% | +222.6% |
| All | +329.6% | -99.8% | +429.4% | +407.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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