+396.1%
COHR vs BROS
+35.1%
+361.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.9% |
| 7D | +8.3% | -5.8% | +14.1% | +9.8% |
| 30D | -14.1% | -14.0% | -0.2% | -11.3% |
| 3M | -16.0% | -32.5% | +16.5% | -9.4% |
| 6M | +21.5% | -14.9% | +36.4% | +23.1% |
| YTD | +65.4% | -28.3% | +93.7% | +73.8% |
| 1Y | +195.0% | -34.0% | +229.0% | +214.2% |
| 3Y | +830.2% | +63.0% | +767.2% | +715.9% |
| All | +396.1% | +35.1% | +361.1% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 5y: compounded portfolio wealth divided by compounded BROS 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…
5y analysis · Full analysis span regression · 6 months rolling