+194.8%
COHR vs CIFR
+122.3%
+72.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.1% | +4.5% | +6.0% |
| 7D | +1.0% | +16.9% | -16.0% | -4.1% |
| 30D | -14.1% | -5.2% | -8.9% | -13.2% |
| 3M | -33.2% | -30.6% | -2.6% | -28.2% |
| 6M | +2.5% | +10.6% | -8.1% | -1.6% |
| YTD | +52.7% | +20.2% | +32.5% | +42.7% |
| 1Y | +194.8% | +139.7% | +55.0% | +163.3% |
| All | +194.8% | +122.3% | +72.5% | +163.3% |
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