+256.0%
COHR vs CF
+117.5%
+138.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.0% |
| 7D | +36.7% | +5.4% | +31.4% | +36.7% |
| 30D | -20.0% | +6.5% | -26.5% | -20.0% |
| 3M | -34.7% | +4.6% | -39.4% | -34.8% |
| 6M | -37.9% | -3.3% | -34.6% | -37.8% |
| YTD | +25.7% | +63.9% | -38.1% | +16.2% |
| 1Y | +48.1% | +50.4% | -2.3% | +38.5% |
| 3Y | +583.2% | +68.2% | +514.9% | +512.2% |
| 5Y | +256.0% | +113.8% | +142.1% | +195.8% |
| All | +256.0% | +117.5% | +138.4% | +195.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling