+1,298.9%
COHR vs BNS
+188.9%
+1,110.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.6% |
| 7D | +8.3% | -0.4% | +8.7% | +8.6% |
| 30D | -14.1% | +3.5% | -17.6% | -16.8% |
| 3M | -16.0% | +14.1% | -30.1% | -25.0% |
| 6M | +21.5% | +33.8% | -12.3% | -4.8% |
| YTD | +65.4% | +29.5% | +36.0% | +33.3% |
| 1Y | +195.0% | +48.4% | +146.6% | +112.1% |
| 3Y | +830.2% | +129.6% | +700.6% | +364.1% |
| 5Y | +397.1% | +96.1% | +301.0% | +182.7% |
| All | +1,298.9% | +188.9% | +1,110.0% | +547.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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