+393.6%
COHR vs C
+134.8%
+258.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.0% |
| 7D | +8.3% | +0.8% | +7.5% | +7.5% |
| 30D | -14.1% | +0.9% | -15.0% | -15.0% |
| 3M | -16.0% | +1.1% | -17.1% | -16.3% |
| 6M | +21.5% | +28.4% | -6.9% | -0.9% |
| YTD | +65.4% | +20.8% | +44.7% | +41.0% |
| 1Y | +195.0% | +43.4% | +151.6% | +117.3% |
| 3Y | +830.2% | +274.9% | +555.3% | +232.6% |
| All | +393.6% | +134.8% | +258.7% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling