+1,298.9%
COHR vs BKR
+125.3%
+1,173.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.4% |
| 7D | +8.3% | -7.0% | +15.3% | +11.5% |
| 30D | -14.1% | -8.1% | -6.0% | -11.2% |
| 3M | -16.0% | -6.6% | -9.4% | -14.1% |
| 6M | +21.5% | +0.9% | +20.6% | +21.0% |
| YTD | +65.4% | +31.1% | +34.4% | +48.3% |
| 1Y | +195.0% | +27.7% | +167.3% | +166.8% |
| 3Y | +830.2% | +71.2% | +758.9% | +655.2% |
| 5Y | +397.1% | +177.6% | +219.5% | +225.9% |
| All | +1,298.9% | +125.3% | +1,173.6% | +726.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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