+830.2%
COHR vs BLK
+66.0%
+764.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +2.7% |
| 7D | +8.3% | -3.3% | +11.6% | +11.6% |
| 30D | -14.1% | -6.5% | -7.6% | -9.4% |
| 3M | -16.0% | +6.7% | -22.8% | -23.0% |
| 6M | +21.5% | +14.7% | +6.7% | +2.9% |
| YTD | +65.4% | +2.5% | +62.9% | +55.5% |
| 1Y | +195.0% | -2.8% | +197.8% | +191.7% |
| 3Y | +830.2% | +65.9% | +764.3% | +381.9% |
| All | +830.2% | +66.0% | +764.2% | +381.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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