+21.5%
COHR vs CCL
-11.5%
+33.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.6% |
| 7D | +8.3% | -3.2% | +11.6% | +9.8% |
| 30D | -14.1% | -17.8% | +3.6% | -7.0% |
| 3M | -16.0% | -18.7% | +2.7% | -7.7% |
| 6M | +21.5% | -11.4% | +32.9% | +25.2% |
| All | +21.5% | -11.5% | +33.0% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling