+830.2%
COHR vs BN
+70.0%
+760.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +3.7% |
| 7D | +8.3% | -5.2% | +13.5% | +13.6% |
| 30D | -14.1% | -14.5% | +0.3% | -1.2% |
| 3M | -16.0% | -15.0% | -1.0% | -3.2% |
| 6M | +21.5% | -5.4% | +26.9% | +24.7% |
| YTD | +65.4% | -16.4% | +81.9% | +88.5% |
| 1Y | +195.0% | -16.2% | +211.3% | +236.9% |
| 3Y | +830.2% | +67.5% | +762.6% | +461.2% |
| All | +830.2% | +70.0% | +760.2% | +461.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling