+540.1%
COHR vs CIFR
+60.2%
+479.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.7% | +2.3% | -2.5% |
| 7D | +10.9% | -8.2% | +19.1% | +12.4% |
| 30D | -10.8% | -7.4% | -3.4% | -9.8% |
| 3M | -17.4% | -24.2% | +6.8% | -14.7% |
| 6M | +12.5% | +14.2% | -1.7% | +9.6% |
| YTD | +58.8% | +8.0% | +50.8% | +54.5% |
| 1Y | +183.3% | +55.5% | +127.8% | +157.0% |
| 3Y | +783.0% | +429.6% | +353.5% | +526.2% |
| 5Y | +377.2% | +20.8% | +356.5% | +226.0% |
| All | +540.1% | +60.2% | +479.9% | +313.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling