+26.1%
COHR vs BOXX
+4.1%
+22.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | 0.0% | -13.0% | -13.0% |
| 7D | -28.4% | +0.1% | -28.5% | -28.7% |
| 30D | -49.8% | +0.4% | -50.2% | -50.3% |
| 3M | -48.3% | +1.0% | -49.3% | -44.5% |
| 6M | -49.4% | +2.0% | -51.4% | -41.7% |
| YTD | -8.0% | +3.3% | -11.3% | +0.8% |
| 1Y | +26.1% | +4.0% | +22.1% | +42.9% |
| All | +26.1% | +4.1% | +22.0% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling