+26.1%
COHR vs CARR
-5.4%
+31.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.4% | -8.6% | -9.8% |
| 7D | -28.4% | -4.2% | -24.2% | -25.8% |
| 30D | -49.8% | -4.7% | -45.1% | -47.8% |
| 3M | -48.3% | -18.3% | -30.0% | -40.1% |
| 6M | -49.4% | -16.4% | -33.0% | -41.4% |
| YTD | -8.0% | +2.3% | -10.3% | -3.0% |
| 1Y | +26.1% | -4.9% | +31.0% | +37.2% |
| All | +26.1% | -5.4% | +31.5% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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