+2,189.1%
COHR vs BX
+869.4%
+1,319.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.2% |
| 7D | +8.3% | -5.6% | +14.0% | +10.8% |
| 30D | -14.1% | -12.2% | -1.9% | -10.0% |
| 3M | -16.0% | +7.4% | -23.4% | -19.4% |
| 6M | +21.5% | +22.2% | -0.7% | +9.7% |
| YTD | +65.4% | -14.0% | +79.5% | +70.7% |
| 1Y | +195.0% | -27.3% | +222.3% | +224.8% |
| 3Y | +830.2% | +24.5% | +805.6% | +747.7% |
| 5Y | +397.1% | +18.9% | +378.2% | +347.9% |
| 10Y | +1,317.7% | +665.4% | +652.3% | +601.6% |
| All | +2,189.1% | +869.4% | +1,319.8% | +803.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling