+1,136.9%
COHR vs BURL
+1,011.9%
+125.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.9% | +8.3% | +9.0% |
| 7D | +20.2% | -0.8% | +21.0% | +20.8% |
| 30D | -18.6% | -4.4% | -14.2% | -17.6% |
| 3M | -28.6% | -28.6% | -0.1% | -21.1% |
| 6M | -38.2% | -12.3% | -25.9% | -37.1% |
| YTD | +27.1% | -11.3% | +38.3% | +28.9% |
| 1Y | +48.4% | -10.4% | +58.9% | +49.3% |
| 3Y | +590.3% | +96.1% | +494.3% | +443.4% |
| 5Y | +258.7% | -5.0% | +263.7% | +231.9% |
| 10Y | +712.9% | +251.8% | +461.1% | +459.3% |
| All | +1,136.9% | +1,011.9% | +125.0% | +613.9% |
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