+1,298.9%
COHR vs BTG
+159.3%
+1,139.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +8.3% | -3.8% | +12.1% | +9.0% |
| 30D | -14.1% | +3.6% | -17.8% | -14.7% |
| 3M | -16.0% | +32.0% | -48.0% | -19.7% |
| 6M | +21.5% | +3.4% | +18.1% | +19.8% |
| YTD | +65.4% | +20.8% | +44.7% | +59.7% |
| 1Y | +195.0% | +22.4% | +172.6% | +183.2% |
| 3Y | +830.2% | +91.7% | +738.4% | +731.0% |
| 5Y | +397.1% | +79.0% | +318.1% | +342.0% |
| All | +1,298.9% | +159.3% | +1,139.6% | +1,206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling