+205.9%
COHR vs BURL
-17.0%
+222.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +1.4% |
| 7D | +13.0% | -7.0% | +19.9% | +13.9% |
| 30D | -6.7% | -35.6% | +29.0% | -1.1% |
| 3M | -14.7% | -26.3% | +11.5% | -12.8% |
| 6M | +20.3% | -20.7% | +41.0% | +21.1% |
| YTD | +64.4% | -17.2% | +81.6% | +65.3% |
| 1Y | +205.9% | -15.0% | +220.9% | +192.3% |
| All | +205.9% | -17.0% | +222.8% | +192.3% |
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