+1,298.9%
COHR vs BN
+265.2%
+1,033.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +3.8% |
| 7D | +8.3% | -5.2% | +13.5% | +12.7% |
| 30D | -14.1% | -14.5% | +0.3% | -3.6% |
| 3M | -16.0% | -15.0% | -1.0% | -5.6% |
| 6M | +21.5% | -5.4% | +26.9% | +25.0% |
| YTD | +65.4% | -16.4% | +81.9% | +85.4% |
| 1Y | +195.0% | -16.2% | +211.3% | +231.9% |
| 3Y | +830.2% | +67.5% | +762.6% | +544.1% |
| 5Y | +397.1% | +34.1% | +363.0% | +299.0% |
| All | +1,298.9% | +265.2% | +1,033.7% | +546.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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