+397.1%
COHR vs BURL
-13.9%
+411.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.7% | +10.8% | +8.5% |
| 7D | +11.0% | -2.6% | +13.5% | +12.0% |
| 30D | -20.4% | -30.8% | +10.4% | -8.8% |
| 3M | -24.9% | -18.7% | -6.2% | -20.2% |
| 6M | +28.1% | -16.4% | +44.5% | +33.9% |
| YTD | +63.6% | -11.6% | +75.1% | +66.6% |
| 1Y | +205.9% | -12.0% | +217.9% | +208.6% |
| 3Y | +809.3% | +63.6% | +745.7% | +627.1% |
| 5Y | +397.1% | -12.6% | +409.7% | +357.6% |
| All | +397.1% | -13.9% | +411.0% | +357.6% |
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