+793.0%
COHR vs CLF
-18.1%
+811.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.7% |
| 7D | +10.9% | -3.7% | +14.5% | +12.2% |
| 30D | -10.8% | -4.7% | -6.1% | -9.4% |
| 3M | -17.4% | -4.7% | -12.7% | -17.0% |
| 6M | +12.5% | +24.0% | -11.5% | +3.7% |
| YTD | +58.8% | -10.9% | +69.8% | +59.2% |
| 1Y | +183.3% | +4.0% | +179.2% | +163.9% |
| All | +793.0% | -18.1% | +811.1% | +632.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling