+793.0%
COHR vs CL
+28.8%
+764.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.5% |
| 7D | +10.9% | -2.4% | +13.3% | +8.9% |
| 30D | -10.8% | -4.8% | -6.0% | -13.6% |
| 3M | -17.4% | -1.7% | -15.6% | -17.2% |
| 6M | +12.5% | -3.8% | +16.3% | +11.6% |
| YTD | +58.8% | +13.3% | +45.6% | +77.7% |
| 1Y | +183.3% | +8.3% | +175.0% | +211.8% |
| All | +793.0% | +28.8% | +764.2% | +959.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 3y: compounded portfolio wealth divided by compounded CL 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…
3y analysis · Full analysis span regression · 6 months rolling