+377.2%
COHR vs CF
+226.3%
+151.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.3% |
| 7D | +10.9% | -2.0% | +12.8% | +11.0% |
| 30D | -10.8% | +15.3% | -26.1% | -11.4% |
| 3M | -17.4% | +24.3% | -41.7% | -18.7% |
| 6M | +12.5% | +23.9% | -11.4% | +9.0% |
| YTD | +58.8% | +77.3% | -18.4% | +45.7% |
| 1Y | +183.3% | +58.7% | +124.6% | +163.2% |
| 3Y | +783.0% | +72.8% | +710.2% | +691.7% |
| 5Y | +377.2% | +228.8% | +148.5% | +238.5% |
| All | +377.2% | +226.3% | +151.0% | +238.5% |
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