+1,298.9%
COHR vs BWA
+156.8%
+1,142.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.2% |
| 7D | +8.3% | -1.3% | +9.7% | +9.1% |
| 30D | -14.1% | -2.9% | -11.2% | -12.3% |
| 3M | -16.0% | -10.7% | -5.3% | -9.2% |
| 6M | +21.5% | +26.5% | -5.0% | +7.7% |
| YTD | +65.4% | +49.1% | +16.4% | +27.9% |
| 1Y | +195.0% | +52.1% | +143.0% | +124.2% |
| 3Y | +830.2% | +72.6% | +757.6% | +531.9% |
| 5Y | +397.1% | +89.4% | +307.7% | +216.5% |
| All | +1,298.9% | +156.8% | +1,142.1% | +648.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling