+544.7%
COHR vs CART
+135.4%
+409.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.1% |
| 7D | +13.1% | +1.3% | +11.9% | +12.9% |
| 30D | -17.2% | +19.2% | -36.3% | -19.9% |
| 3M | -33.3% | +17.6% | -50.9% | -35.7% |
| 6M | -46.0% | +47.4% | -93.3% | -51.0% |
| YTD | +18.2% | +30.9% | -12.7% | +10.1% |
| 1Y | +55.9% | +46.0% | +9.9% | +39.4% |
| 3Y | +544.7% | +130.3% | +414.3% | +379.7% |
| All | +544.7% | +135.4% | +409.3% | +379.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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