+393.6%
COHR vs BX
+17.9%
+375.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +2.8% |
| 7D | +8.3% | -5.6% | +14.0% | +11.8% |
| 30D | -14.1% | -12.2% | -1.9% | -8.1% |
| 3M | -16.0% | +7.4% | -23.4% | -21.1% |
| 6M | +21.5% | +22.2% | -0.7% | +3.6% |
| YTD | +65.4% | -14.0% | +79.5% | +73.3% |
| 1Y | +195.0% | -27.3% | +222.3% | +242.9% |
| 3Y | +830.2% | +24.5% | +805.6% | +696.6% |
| All | +393.6% | +17.9% | +375.6% | +300.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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