+64,301.1%
COHR vs CL
+4,849.8%
+59,451.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.2% |
| 7D | +11.0% | -1.4% | +12.3% | +11.3% |
| 30D | -20.4% | -5.2% | -15.2% | -19.6% |
| 3M | -24.9% | +3.3% | -28.2% | -26.0% |
| 6M | +28.1% | -4.4% | +32.4% | +28.0% |
| YTD | +63.6% | +13.9% | +49.6% | +56.5% |
| 1Y | +205.9% | +7.6% | +198.3% | +195.3% |
| 3Y | +809.3% | +29.6% | +779.7% | +716.6% |
| 5Y | +397.1% | +28.1% | +369.0% | +344.9% |
| 10Y | +1,238.1% | +53.4% | +1,184.7% | +1,028.0% |
| All | +64,301.1% | +4,849.8% | +59,451.3% | +37,872.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling