+1,298.9%
COHR vs CLF
+133.3%
+1,165.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.2% | +3.6% |
| 7D | +8.3% | -3.5% | +11.9% | +9.4% |
| 30D | -14.1% | -1.6% | -12.6% | -13.7% |
| 3M | -16.0% | -12.0% | -4.0% | -13.7% |
| 6M | +21.5% | +30.0% | -8.5% | +11.3% |
| YTD | +65.4% | -9.2% | +74.6% | +65.3% |
| 1Y | +195.0% | +2.3% | +192.7% | +180.1% |
| 3Y | +830.2% | -14.4% | +844.6% | +770.9% |
| 5Y | +397.1% | -48.3% | +445.4% | +406.9% |
| All | +1,298.9% | +133.3% | +1,165.6% | +789.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling