+1,298.9%
COHR vs BR
+189.7%
+1,109.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +8.3% | -3.0% | +11.3% | +9.9% |
| 30D | -14.1% | -0.3% | -13.8% | -14.8% |
| 3M | -16.0% | +17.3% | -33.3% | -26.0% |
| 6M | +21.5% | -6.7% | +28.2% | +21.5% |
| YTD | +65.4% | -23.4% | +88.9% | +86.0% |
| 1Y | +195.0% | -32.7% | +227.7% | +262.4% |
| 3Y | +830.2% | -5.9% | +836.1% | +773.4% |
| 5Y | +397.1% | +8.4% | +388.7% | +307.0% |
| All | +1,298.9% | +189.7% | +1,109.2% | +454.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling