+495.6%
COHR vs CAVA
+33.0%
+462.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.2% |
| 7D | +8.3% | -8.0% | +16.4% | +10.7% |
| 30D | -14.1% | -19.6% | +5.4% | -9.4% |
| 3M | -16.0% | -36.7% | +20.7% | -6.1% |
| 6M | +21.5% | -30.6% | +52.0% | +31.2% |
| YTD | +65.4% | -4.8% | +70.2% | +59.3% |
| 1Y | +195.0% | -13.1% | +208.1% | +190.3% |
| 3Y | +830.2% | +48.8% | +781.4% | +870.6% |
| All | +495.6% | +33.0% | +462.6% | +519.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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