+393.6%
COHR vs CCL
+0.4%
+393.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.6% |
| 7D | +8.3% | -3.2% | +11.6% | +9.9% |
| 30D | -14.1% | -17.8% | +3.6% | -6.8% |
| 3M | -16.0% | -18.7% | +2.7% | -8.4% |
| 6M | +21.5% | -11.4% | +32.9% | +26.0% |
| YTD | +65.4% | -24.3% | +89.8% | +81.1% |
| 1Y | +195.0% | -28.8% | +223.8% | +228.2% |
| 3Y | +830.2% | +49.3% | +780.8% | +642.1% |
| All | +393.6% | +0.4% | +393.2% | +322.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling