+830.2%
COHR vs CLBK
+52.2%
+777.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +8.3% | -1.5% | +9.8% | +9.0% |
| 30D | -14.1% | -1.0% | -13.1% | -13.9% |
| 3M | -16.0% | +22.9% | -38.9% | -24.2% |
| 6M | +21.5% | +44.2% | -22.7% | +1.3% |
| YTD | +65.4% | +64.0% | +1.5% | +28.8% |
| 1Y | +195.0% | +65.7% | +129.3% | +126.9% |
| 3Y | +830.2% | +54.1% | +776.1% | +598.9% |
| All | +830.2% | +52.2% | +777.9% | +598.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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