+793.0%
COHR vs C
+272.0%
+521.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.9% |
| 7D | +10.9% | +0.3% | +10.6% | +10.5% |
| 30D | -10.8% | +2.0% | -12.8% | -12.6% |
| 3M | -17.4% | +4.4% | -21.7% | -20.2% |
| 6M | +12.5% | +28.3% | -15.9% | -10.3% |
| YTD | +58.8% | +20.5% | +38.4% | +32.9% |
| 1Y | +183.3% | +45.5% | +137.7% | +97.5% |
| All | +793.0% | +272.0% | +521.0% | +194.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling