+377.2%
COHR vs CL
+27.8%
+349.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.5% |
| 7D | +10.9% | -2.4% | +13.3% | +9.9% |
| 30D | -10.8% | -4.8% | -6.0% | -12.2% |
| 3M | -17.4% | -1.7% | -15.6% | -17.3% |
| 6M | +12.5% | -3.8% | +16.3% | +12.3% |
| YTD | +58.8% | +13.3% | +45.6% | +65.8% |
| 1Y | +183.3% | +8.3% | +175.0% | +194.8% |
| 3Y | +783.0% | +28.8% | +754.2% | +753.0% |
| 5Y | +377.2% | +28.5% | +348.7% | +355.2% |
| All | +377.2% | +27.8% | +349.4% | +355.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling