+830.2%
COHR vs BNY
+287.0%
+543.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.1% |
| 7D | +8.3% | -1.3% | +9.7% | +9.7% |
| 30D | -14.1% | -0.2% | -14.0% | -14.1% |
| 3M | -16.0% | +14.9% | -30.9% | -27.3% |
| 6M | +21.5% | +40.0% | -18.5% | -13.9% |
| YTD | +65.4% | +42.0% | +23.5% | +14.8% |
| 1Y | +195.0% | +56.9% | +138.2% | +85.4% |
| 3Y | +830.2% | +289.9% | +540.3% | +151.8% |
| All | +830.2% | +287.0% | +543.1% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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