+48.4%
COHR vs BURL
-9.1%
+57.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.9% | +8.3% | +9.1% |
| 7D | +20.2% | -0.8% | +21.0% | +20.3% |
| 30D | -18.6% | -4.4% | -14.2% | -17.8% |
| 3M | -28.6% | -28.6% | -0.1% | -25.2% |
| 6M | -38.2% | -12.3% | -25.9% | -39.9% |
| YTD | +27.1% | -11.3% | +38.3% | +26.1% |
| 1Y | +48.4% | -10.4% | +58.9% | +46.3% |
| All | +48.4% | -9.1% | +57.5% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling