+195.0%
COHR vs CIFR
+66.0%
+129.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +2.4% |
| 7D | +8.3% | -5.0% | +13.4% | +9.9% |
| 30D | -14.1% | -5.7% | -8.4% | -13.1% |
| 3M | -16.0% | -25.5% | +9.5% | -11.2% |
| 6M | +21.5% | +19.4% | +2.0% | +15.2% |
| YTD | +65.4% | +14.2% | +51.3% | +56.2% |
| 1Y | +195.0% | +69.0% | +126.0% | +168.0% |
| All | +195.0% | +66.0% | +129.0% | +168.0% |
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