+347.2%
COHR vs BTDR
+19.6%
+327.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.4% | +3.5% |
| 7D | +8.3% | -3.4% | +11.7% | +9.0% |
| 30D | -14.1% | +32.6% | -46.7% | -18.4% |
| 3M | -16.0% | -32.2% | +16.2% | -11.4% |
| 6M | +21.5% | +52.4% | -30.9% | +13.2% |
| YTD | +65.4% | +6.7% | +58.8% | +60.3% |
| 1Y | +195.0% | -15.2% | +210.3% | +188.7% |
| 3Y | +830.2% | +14.9% | +815.3% | +708.7% |
| 5Y | +397.1% | +20.8% | +376.3% | +296.7% |
| All | +347.2% | +19.6% | +327.6% | +255.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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