+376.3%
COHR vs BROS
+33.7%
+342.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -2.6% |
| 7D | +10.9% | -6.1% | +16.9% | +12.4% |
| 30D | -10.8% | -12.4% | +1.6% | -8.2% |
| 3M | -17.4% | -27.9% | +10.6% | -12.3% |
| 6M | +12.5% | -16.8% | +29.3% | +14.6% |
| YTD | +58.8% | -29.0% | +87.9% | +67.3% |
| 1Y | +183.3% | -33.2% | +216.5% | +200.7% |
| 3Y | +783.0% | +56.8% | +726.3% | +680.1% |
| All | +376.3% | +33.7% | +342.7% | +334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling