+2,383.5%
COHR vs CFG
+386.5%
+1,997.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +13.0% | -0.6% | +13.6% | +13.2% |
| 30D | -6.7% | -4.5% | -2.1% | -4.5% |
| 3M | -14.7% | +6.3% | -21.1% | -17.6% |
| 6M | +20.3% | +20.6% | -0.3% | +9.2% |
| YTD | +64.4% | +21.2% | +43.2% | +48.7% |
| 1Y | +205.9% | +38.2% | +167.7% | +158.6% |
| 3Y | +814.1% | +185.9% | +628.2% | +453.3% |
| 5Y | +387.4% | +97.0% | +290.4% | +241.0% |
| 10Y | +1,308.9% | +306.8% | +1,002.1% | +577.7% |
| All | +2,383.5% | +386.5% | +1,997.0% | +1,043.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling