+1,298.9%
COHR vs CAG
-36.2%
+1,335.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.2% |
| 7D | +8.3% | -5.7% | +14.0% | +8.5% |
| 30D | -14.1% | -2.4% | -11.7% | -14.2% |
| 3M | -16.0% | +9.8% | -25.8% | -16.4% |
| 6M | +21.5% | -10.8% | +32.3% | +22.4% |
| YTD | +65.4% | -10.8% | +76.3% | +66.3% |
| 1Y | +195.0% | -19.0% | +214.0% | +198.9% |
| 3Y | +830.2% | -39.7% | +869.8% | +858.9% |
| 5Y | +397.1% | -43.0% | +440.1% | +412.5% |
| All | +1,298.9% | -36.2% | +1,335.0% | +1,209.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling