+824.4%
COHR vs CF
+75.7%
+748.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.7% |
| 7D | +13.0% | -0.8% | +13.8% | +12.9% |
| 30D | -6.7% | +14.3% | -20.9% | -5.9% |
| 3M | -14.7% | +27.9% | -42.6% | -13.9% |
| 6M | +20.3% | +25.5% | -5.3% | +19.3% |
| YTD | +64.4% | +81.2% | -16.8% | +54.5% |
| 1Y | +205.9% | +66.5% | +139.4% | +189.4% |
| All | +824.4% | +75.7% | +748.7% | +701.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling