+393.6%
COHR vs CB
+98.9%
+294.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +8.3% | -1.0% | +9.3% | +8.3% |
| 30D | -14.1% | -1.5% | -12.7% | -14.2% |
| 3M | -16.0% | +3.5% | -19.5% | -16.3% |
| 6M | +21.5% | +5.4% | +16.0% | +20.8% |
| YTD | +65.4% | +9.0% | +56.4% | +63.8% |
| 1Y | +195.0% | +20.3% | +174.7% | +186.5% |
| 3Y | +830.2% | +69.5% | +760.6% | +668.4% |
| All | +393.6% | +98.9% | +294.7% | +263.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling