+51.6%
COHR vs CIFR
-69.0%
+120.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -20.0% | +14.0% | +1.7% |
| 7D | -18.6% | -26.7% | +8.1% | -9.3% |
| 30D | -41.5% | -58.0% | +16.5% | -20.0% |
| 3M | -39.7% | -68.1% | +28.4% | -9.9% |
| 6M | -40.9% | -63.7% | +22.8% | -16.9% |
| YTD | +5.7% | -56.0% | +61.7% | +36.1% |
| 1Y | +51.6% | -71.1% | +122.7% | +111.7% |
| All | +51.6% | -69.0% | +120.6% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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