+64,301.1%
COHR vs CLF
+700.4%
+63,600.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.8% | +7.5% |
| 7D | +11.0% | +6.5% | +4.5% | +9.4% |
| 30D | -20.4% | +0.2% | -20.6% | -20.5% |
| 3M | -24.9% | -3.1% | -21.8% | -25.0% |
| 6M | +28.1% | +25.0% | +3.0% | +21.2% |
| YTD | +63.6% | -7.5% | +71.0% | +63.2% |
| 1Y | +205.9% | +11.5% | +194.4% | +190.6% |
| 3Y | +809.3% | -13.7% | +823.0% | +775.5% |
| 5Y | +397.1% | -47.0% | +444.1% | +410.1% |
| 10Y | +1,238.1% | +116.3% | +1,121.8% | +833.2% |
| All | +64,301.1% | +700.4% | +63,600.7% | +29,747.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling