+1,742.4%
COHR vs CBOE
+978.8%
+763.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.6% |
| 7D | +8.3% | -5.8% | +14.2% | +9.7% |
| 30D | -14.1% | -3.1% | -11.0% | -13.6% |
| 3M | -16.0% | -4.8% | -11.3% | -15.8% |
| 6M | +21.5% | -0.6% | +22.0% | +19.1% |
| YTD | +65.4% | +12.8% | +52.7% | +56.2% |
| 1Y | +195.0% | +19.8% | +175.2% | +172.9% |
| 3Y | +830.2% | +86.9% | +743.2% | +607.5% |
| 5Y | +397.1% | +136.5% | +260.6% | +240.3% |
| 10Y | +1,317.7% | +368.4% | +949.2% | +578.3% |
| All | +1,742.4% | +978.8% | +763.6% | +415.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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