+194.8%
COHR vs CI
-4.0%
+198.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.3% | +7.9% | +6.4% |
| 7D | +1.0% | +1.3% | -0.4% | +1.1% |
| 30D | -14.1% | +4.4% | -18.6% | -13.6% |
| 3M | -33.2% | +0.7% | -33.8% | -33.1% |
| 6M | +2.5% | +0.3% | +2.2% | +2.3% |
| YTD | +52.7% | +3.8% | +48.9% | +53.2% |
| 1Y | +194.8% | -5.5% | +200.3% | +203.7% |
| All | +194.8% | -4.0% | +198.8% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling