+203,271.1%
COHR vs CB
+6,462.9%
+196,808.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.6% | +7.5% |
| 7D | +11.0% | -0.6% | +11.6% | +11.1% |
| 30D | -20.4% | -3.9% | -16.5% | -19.6% |
| 3M | -24.9% | +4.9% | -29.8% | -26.8% |
| 6M | +28.1% | +3.3% | +24.8% | +24.8% |
| YTD | +63.6% | +8.5% | +55.0% | +56.3% |
| 1Y | +205.9% | +22.1% | +183.9% | +180.6% |
| 3Y | +809.3% | +70.1% | +739.2% | +635.0% |
| 5Y | +397.1% | +97.4% | +299.7% | +280.4% |
| 10Y | +1,238.1% | +216.8% | +1,021.3% | +767.3% |
| All | +203,271.1% | +6,462.9% | +196,808.2% | +54,400.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling