+545.5%
COHR vs BTSG
+389.4%
+156.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.5% |
| 7D | +8.3% | -3.3% | +11.6% | +10.0% |
| 30D | -14.1% | -1.6% | -12.5% | -13.8% |
| 3M | -16.0% | -6.9% | -9.1% | -14.7% |
| 6M | +21.5% | +42.1% | -20.6% | +1.3% |
| YTD | +65.4% | +56.8% | +8.6% | +32.4% |
| 1Y | +195.0% | +109.8% | +85.2% | +108.6% |
| All | +545.5% | +389.4% | +156.0% | +219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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