+393.6%
COHR vs CI
+50.4%
+343.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +8.3% | -0.1% | +8.4% | +8.3% |
| 30D | -14.1% | +1.8% | -15.9% | -14.1% |
| 3M | -16.0% | -4.2% | -11.8% | -16.0% |
| 6M | +21.5% | +8.8% | +12.6% | +21.5% |
| YTD | +65.4% | +3.7% | +61.7% | +65.5% |
| 1Y | +195.0% | -6.1% | +201.1% | +195.9% |
| 3Y | +830.2% | +4.5% | +825.7% | +805.1% |
| All | +393.6% | +50.4% | +343.2% | +291.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling