+1,298.9%
COHR vs BUD
-22.3%
+1,321.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.9% |
| 7D | +8.3% | -2.6% | +11.0% | +9.5% |
| 30D | -14.1% | -1.2% | -12.9% | -14.0% |
| 3M | -16.0% | -4.9% | -11.1% | -15.3% |
| 6M | +21.5% | +9.3% | +12.2% | +14.9% |
| YTD | +65.4% | +24.0% | +41.5% | +47.0% |
| 1Y | +195.0% | +34.5% | +160.5% | +151.0% |
| 3Y | +830.2% | +43.7% | +786.5% | +640.2% |
| 5Y | +397.1% | +46.0% | +351.1% | +289.3% |
| All | +1,298.9% | -22.3% | +1,321.1% | +1,202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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