+1,298.9%
COHR vs C
+302.1%
+996.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.0% |
| 7D | +8.3% | +0.8% | +7.5% | +7.7% |
| 30D | -14.1% | +0.9% | -15.0% | -14.8% |
| 3M | -16.0% | +1.1% | -17.1% | -16.1% |
| 6M | +21.5% | +28.4% | -6.9% | +4.5% |
| YTD | +65.4% | +20.8% | +44.7% | +47.4% |
| 1Y | +195.0% | +43.4% | +151.6% | +136.1% |
| 3Y | +830.2% | +274.9% | +555.3% | +334.2% |
| 5Y | +397.1% | +136.7% | +260.4% | +193.8% |
| All | +1,298.9% | +302.1% | +996.8% | +517.9% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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