+1,298.9%
COHR vs BRKR
+155.3%
+1,143.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +8.3% | -8.7% | +17.0% | +12.8% |
| 30D | -14.1% | -9.9% | -4.3% | -10.2% |
| 3M | -16.0% | -3.1% | -12.9% | -18.1% |
| 6M | +21.5% | +45.5% | -24.0% | -6.7% |
| YTD | +65.4% | +13.7% | +51.8% | +42.6% |
| 1Y | +195.0% | +67.4% | +127.6% | +103.2% |
| 3Y | +830.2% | -13.2% | +843.4% | +744.6% |
| 5Y | +397.1% | -39.5% | +436.6% | +444.0% |
| All | +1,298.9% | +155.3% | +1,143.5% | +559.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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