+65,045.6%
COHR vs CI
+7,585.8%
+57,459.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.6% |
| 3M | -16.0% | -4.2% | -11.8% | -15.7% |
| 6M | +21.5% | +8.8% | +12.6% | +18.5% |
| YTD | +65.4% | +3.7% | +61.7% | +62.9% |
| 1Y | +195.0% | -6.1% | +201.1% | +194.1% |
| 3Y | +830.2% | +4.5% | +825.7% | +780.8% |
| 5Y | +397.1% | +50.5% | +346.6% | +328.2% |
| 10Y | +1,317.7% | +143.2% | +1,174.5% | +984.0% |
| All | +65,045.6% | +7,585.8% | +57,459.8% | +38,737.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling