-24.9%
COHR vs CFG
+9.5%
-34.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.1% | +8.2% | +7.3% |
| 7D | +11.0% | +2.7% | +8.3% | +10.1% |
| 30D | -20.4% | -3.7% | -16.7% | -19.2% |
| 3M | -24.9% | +9.5% | -34.4% | -21.0% |
| All | -24.9% | +9.5% | -34.4% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 3mo: compounded portfolio wealth divided by compounded CFG 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…
3mo analysis · Full analysis span regression · Available span rolling