+65,045.6%
COHR vs BRO
+25,535.4%
+39,510.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | -7.3% | +15.7% | +10.0% |
| 30D | -14.1% | -6.9% | -7.3% | -13.2% |
| 3M | -16.0% | +10.7% | -26.7% | -19.3% |
| 6M | +21.5% | -2.7% | +24.2% | +19.3% |
| YTD | +65.4% | -16.3% | +81.8% | +67.0% |
| 1Y | +195.0% | -29.1% | +224.1% | +207.7% |
| 3Y | +830.2% | -7.8% | +838.0% | +801.2% |
| 5Y | +397.1% | +18.7% | +378.4% | +349.9% |
| 10Y | +1,317.7% | +291.9% | +1,025.8% | +907.8% |
| All | +65,045.6% | +25,535.4% | +39,510.2% | +36,415.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling