+830.2%
COHR vs CCL
+48.6%
+781.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.5% |
| 7D | +8.3% | -3.2% | +11.6% | +10.1% |
| 30D | -14.1% | -17.8% | +3.6% | -5.3% |
| 3M | -16.0% | -18.7% | +2.7% | -6.8% |
| 6M | +21.5% | -11.4% | +32.9% | +26.4% |
| YTD | +65.4% | -24.3% | +89.8% | +83.6% |
| 1Y | +195.0% | -28.8% | +223.8% | +235.5% |
| 3Y | +830.2% | +49.3% | +780.8% | +507.8% |
| All | +830.2% | +48.6% | +781.6% | +507.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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