+12.5%
COHR vs CAG
-17.4%
+29.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -4.8% |
| 7D | +10.9% | -5.9% | +16.8% | +7.4% |
| 30D | -10.8% | -1.5% | -9.2% | -11.4% |
| 3M | -17.4% | +11.5% | -28.8% | -11.6% |
| 6M | +12.5% | -15.7% | +28.2% | +32.8% |
| All | +12.5% | -17.4% | +29.9% | +32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling