+830.2%
COHR vs BLDR
-57.1%
+887.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.4% |
| 7D | +8.3% | -8.2% | +16.6% | +11.1% |
| 30D | -14.1% | -16.6% | +2.5% | -9.6% |
| 3M | -16.0% | -23.2% | +7.2% | -9.7% |
| 6M | +21.5% | -33.7% | +55.2% | +35.9% |
| YTD | +65.4% | -41.3% | +106.8% | +89.4% |
| 1Y | +195.0% | -58.8% | +253.8% | +286.1% |
| 3Y | +830.2% | -57.5% | +887.6% | +1,007.7% |
| All | +830.2% | -57.1% | +887.2% | +1,007.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling