+195.0%
COHR vs CAPR
+37.0%
+158.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +4.1% |
| 7D | +8.3% | -11.0% | +19.3% | +8.5% |
| 30D | -14.1% | +99.8% | -113.9% | -15.1% |
| 3M | -16.0% | -66.6% | +50.6% | -15.4% |
| 6M | +21.5% | -75.1% | +96.5% | +22.7% |
| YTD | +65.4% | -71.0% | +136.4% | +66.8% |
| 1Y | +195.0% | +30.0% | +165.0% | +199.8% |
| All | +195.0% | +37.0% | +158.0% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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