+793.0%
COHR vs CB
+70.5%
+722.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.2% |
| 7D | +10.9% | -2.8% | +13.6% | +9.2% |
| 30D | -10.8% | -2.4% | -8.4% | -11.7% |
| 3M | -17.4% | +2.8% | -20.1% | -15.3% |
| 6M | +12.5% | +4.8% | +7.7% | +16.9% |
| YTD | +58.8% | +9.2% | +49.7% | +68.4% |
| 1Y | +183.3% | +22.8% | +160.5% | +209.3% |
| All | +793.0% | +70.5% | +722.5% | +902.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling