+830.2%
COHR vs BRO
-7.6%
+837.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.1% |
| 7D | +8.3% | -7.3% | +15.7% | +4.3% |
| 30D | -14.1% | -6.9% | -7.3% | -16.6% |
| 3M | -16.0% | +10.7% | -26.7% | -11.7% |
| 6M | +21.5% | -2.7% | +24.2% | +26.6% |
| YTD | +65.4% | -16.3% | +81.8% | +70.3% |
| 1Y | +195.0% | -29.1% | +224.1% | +210.8% |
| 3Y | +830.2% | -7.8% | +838.0% | +802.3% |
| All | +830.2% | -7.6% | +837.8% | +802.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling