+657.5%
COHR vs BURL
+232.1%
+425.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.6% | -2.4% | -4.7% |
| 7D | +13.1% | -1.6% | +14.7% | +14.1% |
| 30D | -17.2% | -7.7% | -9.4% | -14.9% |
| 3M | -33.3% | -31.7% | -1.7% | -24.1% |
| 6M | -46.0% | -15.2% | -30.8% | -44.2% |
| YTD | +18.2% | -15.9% | +34.1% | +22.4% |
| 1Y | +55.9% | -14.2% | +70.1% | +59.1% |
| 3Y | +544.7% | +93.5% | +451.1% | +390.6% |
| 5Y | +234.6% | -9.9% | +244.5% | +212.4% |
| All | +657.5% | +232.1% | +425.4% | +390.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling