+194.8%
COHR vs CCI
-18.8%
+213.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.9% | +8.5% | +5.9% |
| 7D | +1.0% | -0.4% | +1.4% | +0.8% |
| 30D | -14.1% | +2.7% | -16.8% | -13.2% |
| 3M | -33.2% | -18.2% | -15.0% | -35.1% |
| 6M | +2.5% | -14.8% | +17.3% | +0.2% |
| YTD | +52.7% | -12.6% | +65.3% | +47.6% |
| 1Y | +194.8% | -16.7% | +211.5% | +191.3% |
| All | +194.8% | -18.8% | +213.5% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling