+1,298.9%
COHR vs BLDR
+383.3%
+915.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.3% |
| 7D | +8.3% | -8.2% | +16.6% | +11.5% |
| 30D | -14.1% | -16.6% | +2.5% | -9.0% |
| 3M | -16.0% | -23.2% | +7.2% | -9.0% |
| 6M | +21.5% | -33.7% | +55.2% | +37.3% |
| YTD | +65.4% | -41.3% | +106.8% | +92.3% |
| 1Y | +195.0% | -58.8% | +253.8% | +287.6% |
| 3Y | +830.2% | -57.5% | +887.6% | +1,054.9% |
| 5Y | +397.1% | +12.9% | +384.2% | +318.7% |
| All | +1,298.9% | +383.3% | +915.5% | +539.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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