+830.2%
COHR vs CASY
+158.0%
+672.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.6% |
| 7D | +8.3% | -18.6% | +26.9% | +13.3% |
| 30D | -14.1% | -26.6% | +12.5% | -7.8% |
| 3M | -16.0% | -32.8% | +16.8% | -7.9% |
| 6M | +21.5% | -10.0% | +31.5% | +19.7% |
| YTD | +65.4% | +11.6% | +53.8% | +51.1% |
| 1Y | +195.0% | +11.5% | +183.5% | +167.9% |
| 3Y | +830.2% | +160.7% | +669.5% | +550.9% |
| All | +830.2% | +158.0% | +672.1% | +550.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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