+1,243.0%
COHR vs BURL
+192.8%
+1,050.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | +10.9% | -7.9% | +18.8% | +14.0% |
| 30D | -10.8% | -33.7% | +22.9% | +2.8% |
| 3M | -17.4% | -27.2% | +9.8% | -8.7% |
| 6M | +12.5% | -22.1% | +34.6% | +20.4% |
| YTD | +58.8% | -17.6% | +76.4% | +66.1% |
| 1Y | +183.3% | -14.9% | +198.2% | +189.6% |
| 3Y | +783.0% | +52.5% | +730.6% | +630.7% |
| 5Y | +377.2% | -17.1% | +394.3% | +358.6% |
| All | +1,243.0% | +192.8% | +1,050.2% | +849.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BURL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling