+250.7%
COHR vs BURL
-12.4%
+263.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +4.2% | +12.6% | +15.2% |
| 7D | +12.6% | +7.7% | +4.9% | +9.5% |
| 30D | -28.0% | -7.1% | -20.8% | -26.1% |
| 3M | -40.6% | -30.3% | -10.3% | -32.6% |
| 6M | -32.8% | -15.5% | -17.3% | -30.7% |
| YTD | +22.0% | -11.0% | +33.0% | +23.4% |
| 1Y | +45.7% | -8.4% | +54.2% | +44.6% |
| 3Y | +575.6% | +96.7% | +479.0% | +408.9% |
| 5Y | +250.7% | -14.1% | +264.8% | +207.8% |
| All | +250.7% | -12.4% | +263.1% | +207.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling