+64,642.4%
COHR vs CAT
+26,308.2%
+38,334.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.9% |
| 7D | +13.0% | +2.9% | +10.0% | +11.5% |
| 30D | -6.7% | -2.6% | -4.0% | -5.0% |
| 3M | -14.7% | -10.7% | -4.1% | -8.5% |
| 6M | +20.3% | +16.1% | +4.1% | +15.9% |
| YTD | +64.4% | +43.2% | +21.2% | +44.9% |
| 1Y | +205.9% | +96.8% | +109.0% | +135.1% |
| 3Y | +814.1% | +201.4% | +612.7% | +497.4% |
| 5Y | +387.4% | +332.7% | +54.7% | +172.8% |
| 10Y | +1,308.9% | +1,157.1% | +151.8% | +424.0% |
| All | +64,642.4% | +26,308.2% | +38,334.2% | +15,550.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling