+566.7%
COHR vs CIFR
+69.3%
+497.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +3.2% |
| 7D | +8.3% | -5.0% | +13.4% | +9.2% |
| 30D | -14.1% | -5.7% | -8.4% | -13.5% |
| 3M | -16.0% | -25.5% | +9.5% | -13.1% |
| 6M | +21.5% | +19.4% | +2.0% | +17.5% |
| YTD | +65.4% | +14.2% | +51.3% | +59.6% |
| 1Y | +195.0% | +69.0% | +126.0% | +164.4% |
| 3Y | +830.2% | +503.9% | +326.2% | +549.2% |
| 5Y | +397.1% | +27.7% | +369.5% | +236.6% |
| All | +566.7% | +69.3% | +497.4% | +326.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling