+393.6%
COHR vs BNS
+94.7%
+298.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.5% |
| 7D | +8.3% | -0.4% | +8.7% | +8.7% |
| 30D | -14.1% | +3.5% | -17.6% | -17.2% |
| 3M | -16.0% | +14.1% | -30.1% | -26.3% |
| 6M | +21.5% | +33.8% | -12.3% | -8.5% |
| YTD | +65.4% | +29.5% | +36.0% | +28.6% |
| 1Y | +195.0% | +48.4% | +146.6% | +101.3% |
| 3Y | +830.2% | +129.6% | +700.6% | +314.5% |
| All | +393.6% | +94.7% | +298.9% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling