+1,298.9%
COHR vs CB
+225.8%
+1,073.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +8.3% | -0.7% | +9.0% | +8.5% |
| 30D | -14.1% | -1.2% | -13.0% | -14.0% |
| 3M | -16.0% | +3.8% | -19.8% | -18.1% |
| 6M | +21.5% | +5.8% | +15.7% | +16.8% |
| YTD | +65.4% | +9.4% | +56.1% | +56.3% |
| 1Y | +195.0% | +20.7% | +174.4% | +166.2% |
| 3Y | +830.2% | +70.1% | +760.1% | +587.8% |
| 5Y | +397.1% | +101.4% | +295.7% | +230.9% |
| All | +1,298.9% | +225.8% | +1,073.1% | +580.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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