+793.0%
COHR vs CAPR
+31.5%
+761.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -3.3% |
| 7D | +10.9% | -10.6% | +21.4% | +11.2% |
| 30D | -10.8% | +111.2% | -122.0% | -12.7% |
| 3M | -17.4% | -67.2% | +49.9% | -16.4% |
| 6M | +12.5% | -75.1% | +87.6% | +14.4% |
| YTD | +58.8% | -71.2% | +130.1% | +60.9% |
| 1Y | +183.3% | +31.1% | +152.2% | +164.7% |
| All | +793.0% | +31.5% | +761.5% | +621.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling