+830.2%
COHR vs CG
+42.2%
+788.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +5.3% |
| 7D | +8.3% | -9.9% | +18.2% | +16.1% |
| 30D | -14.1% | -11.7% | -2.5% | -7.8% |
| 3M | -16.0% | -4.3% | -11.7% | -15.4% |
| 6M | +21.5% | -8.8% | +30.2% | +25.1% |
| YTD | +65.4% | -26.9% | +92.3% | +98.4% |
| 1Y | +195.0% | -35.4% | +230.4% | +290.5% |
| 3Y | +830.2% | +43.0% | +787.1% | +529.6% |
| All | +830.2% | +42.2% | +788.0% | +529.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling