+830.2%
COHR vs CCI
-10.3%
+840.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +4.7% |
| 7D | +8.3% | -0.3% | +8.6% | +8.2% |
| 30D | -14.1% | +2.2% | -16.4% | -13.7% |
| 3M | -16.0% | -16.9% | +0.9% | -17.7% |
| 6M | +21.5% | -11.5% | +33.0% | +19.8% |
| YTD | +65.4% | -12.8% | +78.3% | +62.8% |
| 1Y | +195.0% | -17.1% | +212.1% | +189.1% |
| 3Y | +830.2% | -9.6% | +839.8% | +753.3% |
| All | +830.2% | -10.3% | +840.5% | +753.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling