+21.0%
COHR vs BOXX
+4.1%
+16.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | +0.1% | +13.5% | +11.5% |
| 7D | -8.3% | +0.2% | -8.5% | -10.6% |
| 30D | -42.4% | +0.4% | -42.8% | -45.2% |
| 3M | -42.3% | +1.1% | -43.4% | -43.5% |
| 6M | -44.1% | +2.1% | -46.2% | -46.4% |
| YTD | +4.5% | +3.4% | +1.1% | -35.1% |
| 1Y | +21.0% | +4.2% | +16.9% | -63.2% |
| All | +21.0% | +4.1% | +16.9% | -63.2% |
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