+17,043.6%
COHR vs CLS
+3,633.9%
+13,409.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.4% | +1.9% |
| 7D | +8.3% | +10.9% | -2.6% | +4.6% |
| 30D | -14.1% | +2.1% | -16.2% | -14.8% |
| 3M | -16.0% | -10.2% | -5.8% | -13.0% |
| 6M | +21.5% | +30.4% | -8.9% | +11.2% |
| YTD | +65.4% | +17.2% | +48.2% | +56.6% |
| 1Y | +195.0% | +41.0% | +154.0% | +161.4% |
| 3Y | +830.2% | +1,338.0% | -507.8% | +297.9% |
| 5Y | +397.1% | +3,860.6% | -3,463.5% | +58.5% |
| 10Y | +1,317.7% | +3,160.1% | -1,842.4% | +353.8% |
| All | +17,043.6% | +3,633.9% | +13,409.7% | +4,237.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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