+64,642.4%
COHR vs CASY
+30,178.1%
+34,464.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.2% | +14.8% | +4.2% |
| 7D | +13.0% | -16.5% | +29.5% | +17.8% |
| 30D | -6.7% | -26.4% | +19.7% | +0.5% |
| 3M | -14.7% | -17.3% | +2.6% | -12.2% |
| 6M | +20.3% | -5.2% | +25.5% | +19.7% |
| YTD | +64.4% | +14.1% | +50.3% | +55.8% |
| 1Y | +205.9% | +16.6% | +189.3% | +186.7% |
| 3Y | +814.1% | +163.7% | +650.4% | +587.2% |
| 5Y | +387.4% | +231.3% | +156.1% | +242.9% |
| 10Y | +1,308.9% | +462.9% | +846.0% | +751.3% |
| All | +64,642.4% | +30,178.1% | +34,464.3% | +26,368.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling