+657.5%
COHR vs CF
+479.1%
+178.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | +13.1% | +4.8% | +8.4% | +11.9% |
| 30D | -17.2% | +4.7% | -21.9% | -18.4% |
| 3M | -33.3% | +7.4% | -40.8% | -35.2% |
| 6M | -46.0% | +0.6% | -46.6% | -47.2% |
| YTD | +18.2% | +64.1% | -45.9% | -3.7% |
| 1Y | +55.9% | +51.4% | +4.5% | +29.9% |
| 3Y | +544.7% | +67.8% | +476.9% | +400.9% |
| 5Y | +234.6% | +114.1% | +120.5% | +116.7% |
| All | +657.5% | +479.1% | +178.4% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling