+1,386.6%
COHR vs BURL
+1,051.1%
+335.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +5.8% |
| 7D | +1.0% | -2.8% | +3.7% | +1.9% |
| 30D | -14.1% | -28.2% | +14.0% | -4.9% |
| 3M | -33.2% | -17.6% | -15.6% | -29.8% |
| 6M | +2.5% | -11.8% | +14.3% | +4.7% |
| YTD | +52.7% | -8.1% | +60.9% | +53.9% |
| 1Y | +194.8% | -12.0% | +206.7% | +198.5% |
| 3Y | +650.8% | +63.3% | +587.5% | +525.6% |
| 5Y | +358.4% | -10.8% | +369.2% | +332.0% |
| 10Y | +1,191.2% | +215.9% | +975.3% | +799.1% |
| All | +1,386.6% | +1,051.1% | +335.5% | +752.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling