+3,004.2%
COHR vs CF
+5,948.3%
-2,944.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.2% | +9.8% | +7.5% |
| 7D | +1.0% | +6.0% | -5.1% | -0.8% |
| 30D | -14.1% | +14.8% | -29.0% | -17.8% |
| 3M | -33.2% | +14.1% | -47.2% | -36.4% |
| 6M | +2.5% | +28.5% | -26.0% | -8.3% |
| YTD | +52.7% | +74.9% | -22.2% | +24.5% |
| 1Y | +194.8% | +61.7% | +133.1% | +143.8% |
| 3Y | +650.8% | +80.3% | +570.5% | +486.9% |
| 5Y | +358.4% | +226.0% | +132.4% | +181.2% |
| 10Y | +1,191.2% | +569.9% | +621.3% | +503.6% |
| All | +3,004.2% | +5,948.3% | -2,944.1% | +565.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling