+654.0%
COHR vs CLBK
+65.5%
+588.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +8.3% | -1.5% | +9.8% | +9.1% |
| 30D | -14.1% | -1.0% | -13.1% | -13.8% |
| 3M | -16.0% | +22.9% | -38.9% | -25.1% |
| 6M | +21.5% | +44.2% | -22.7% | -0.3% |
| YTD | +65.4% | +64.0% | +1.5% | +26.2% |
| 1Y | +195.0% | +65.7% | +129.3% | +121.9% |
| 3Y | +830.2% | +54.1% | +776.1% | +606.6% |
| 5Y | +397.1% | +44.7% | +352.4% | +255.3% |
| All | +654.0% | +65.5% | +588.5% | +398.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling