+65,045.6%
COHR vs BP
+1,402.1%
+63,643.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.1% |
| 7D | +8.3% | +5.2% | +3.1% | +6.4% |
| 30D | -14.1% | +8.7% | -22.8% | -16.8% |
| 3M | -16.0% | +9.3% | -25.4% | -19.5% |
| 6M | +21.5% | +13.6% | +7.9% | +14.3% |
| YTD | +65.4% | +37.7% | +27.8% | +44.5% |
| 1Y | +195.0% | +40.6% | +154.4% | +155.2% |
| 3Y | +830.2% | +40.3% | +789.8% | +699.9% |
| 5Y | +397.1% | +141.4% | +255.7% | +246.4% |
| 10Y | +1,317.7% | +136.1% | +1,181.6% | +849.2% |
| All | +65,045.6% | +1,402.1% | +63,643.5% | +34,785.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 all: compounded portfolio wealth divided by compounded BP 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…
all analysis · Full analysis span regression · 6 months rolling