+1,298.9%
COHR vs CAT
+1,169.9%
+128.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +2.8% |
| 7D | +8.3% | +0.6% | +7.8% | +8.0% |
| 30D | -14.1% | -4.3% | -9.8% | -10.4% |
| 3M | -16.0% | -8.6% | -7.4% | -7.3% |
| 6M | +21.5% | +16.1% | +5.3% | +13.2% |
| YTD | +65.4% | +43.8% | +21.7% | +32.4% |
| 1Y | +195.0% | +91.5% | +103.6% | +92.2% |
| 3Y | +830.2% | +202.7% | +627.4% | +347.0% |
| 5Y | +397.1% | +335.1% | +62.0% | +82.9% |
| All | +1,298.9% | +1,169.9% | +128.9% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 10y: compounded portfolio wealth divided by compounded CAT 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…
10y analysis · Full analysis span regression · 6 months rolling