+21.5%
COHR vs BTI
-4.1%
+25.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.5% |
| 7D | +8.3% | -0.2% | +8.5% | +8.3% |
| 30D | -14.1% | -1.1% | -13.1% | -14.3% |
| 3M | -16.0% | -8.8% | -7.2% | -17.5% |
| 6M | +21.5% | -4.0% | +25.4% | +18.3% |
| All | +21.5% | -4.1% | +25.5% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 6mo: compounded portfolio wealth divided by compounded BTI 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…
6mo analysis · Full analysis span regression · 6 months rolling