+1,313.5%
COHR vs CG
+313.7%
+999.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -2.2% |
| 7D | +10.9% | -9.8% | +20.7% | +16.8% |
| 30D | -10.8% | -10.3% | -0.5% | -6.5% |
| 3M | -17.4% | -1.7% | -15.7% | -17.7% |
| 6M | +12.5% | -9.8% | +22.3% | +16.3% |
| YTD | +58.8% | -25.6% | +84.4% | +80.0% |
| 1Y | +183.3% | -32.5% | +215.8% | +237.5% |
| 3Y | +783.0% | +45.6% | +737.4% | +625.0% |
| 5Y | +377.2% | +3.7% | +373.6% | +345.4% |
| 10Y | +1,261.0% | +321.1% | +940.0% | +726.1% |
| All | +1,313.5% | +313.7% | +999.8% | +723.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling