+194.8%
COHR vs CAG
-13.1%
+207.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.5% | +6.1% |
| 7D | +1.0% | -3.8% | +4.7% | -1.3% |
| 30D | -14.1% | +3.1% | -17.3% | -12.5% |
| 3M | -33.2% | +23.5% | -56.7% | -23.4% |
| 6M | +2.5% | -14.8% | +17.4% | -1.9% |
| YTD | +52.7% | -5.4% | +58.2% | +58.4% |
| 1Y | +194.8% | -11.8% | +206.6% | +207.2% |
| All | +194.8% | -13.1% | +207.9% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling