+393.6%
COHR vs CFG
+99.1%
+294.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.4% |
| 7D | +8.3% | -0.4% | +8.8% | +8.6% |
| 30D | -14.1% | -4.6% | -9.5% | -11.5% |
| 3M | -16.0% | +6.7% | -22.7% | -19.8% |
| 6M | +21.5% | +22.1% | -0.6% | +6.3% |
| YTD | +65.4% | +23.2% | +42.3% | +43.7% |
| 1Y | +195.0% | +40.3% | +154.8% | +134.8% |
| 3Y | +830.2% | +187.9% | +642.3% | +385.6% |
| All | +393.6% | +99.1% | +294.4% | +215.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling