+393.6%
COHR vs BTG
+78.0%
+315.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +8.3% | -3.8% | +12.1% | +9.3% |
| 30D | -14.1% | +3.6% | -17.8% | -15.1% |
| 3M | -16.0% | +32.0% | -48.0% | -21.8% |
| 6M | +21.5% | +3.4% | +18.1% | +18.5% |
| YTD | +65.4% | +20.8% | +44.7% | +56.2% |
| 1Y | +195.0% | +22.4% | +172.6% | +175.8% |
| 3Y | +830.2% | +91.7% | +738.4% | +671.1% |
| All | +393.6% | +78.0% | +315.5% | +312.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling