+194.8%
COHR vs CLF
+20.0%
+174.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.8% | +4.8% | +6.1% |
| 7D | +1.0% | +7.6% | -6.6% | -1.4% |
| 30D | -14.1% | -1.2% | -12.9% | -13.9% |
| 3M | -33.2% | -13.4% | -19.8% | -30.3% |
| 6M | +2.5% | +15.4% | -12.9% | -2.2% |
| YTD | +52.7% | -5.9% | +58.6% | +49.3% |
| 1Y | +194.8% | +18.8% | +175.9% | +164.0% |
| All | +194.8% | +20.0% | +174.8% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling