+847.8%
COHR vs BOXX
+18.5%
+829.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.4% |
| 7D | +8.3% | +0.1% | +8.3% | +8.6% |
| 30D | -14.1% | +0.3% | -14.4% | -12.5% |
| 3M | -16.0% | +1.0% | -17.1% | -11.3% |
| 6M | +21.5% | +1.9% | +19.5% | +31.2% |
| YTD | +65.4% | +2.7% | +62.8% | +81.9% |
| 1Y | +195.0% | +4.0% | +191.0% | +238.1% |
| 3Y | +830.2% | +14.7% | +815.5% | +2,202.3% |
| All | +847.8% | +18.5% | +829.3% | +2,926.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling